Wintermute helps traders and institutions access digital asset liquidity through algorithmic market making and OTC services. Users can trade various tokens, access derivatives markets, and execute large orders without market impact. Wintermute provides deep liquidity across centralized and decentralized platforms.

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Skills

Backtesting C#Cuda Data Pipeline Deep Learning Experiment Tracking Feature Engineering Forecasting High-Frequency Data Low-Latency Systems Machine Learning Model Deployment Python Signal Extraction Time Series Versioning

Candidate Availability

Onsite · London · Required

Required and preferred rules are kept separate and reflect the wording in the original posting.

About the Role

You develop machine-learning alpha-generation models using high-frequency order-book and market-microstructure data. You design data pipelines and feature-extraction workflows, research deep-learning architectures for short-horizon forecasting, integrate models into live trading environments, optimise inference latency, and improve model quality through backtesting, live evaluation, and monitoring.

Requirements

Strong programming skills in Python
Machine-learning and deep-learning experience
Time-series modelling
Signal extraction
High-frequency data
Machine-learning infrastructure
Data pipelines
Experiment tracking
Versioning
C++
CUDA
Low-latency systems

Responsibilities

Develop ML-based alpha-generation models using high-frequency order-book and market-microstructure data
Design and maintain data pipelines, preprocessing, and feature-extraction workflows for streaming tick data
Research and implement deep-learning architectures for short-horizon forecasting and signal extraction
Collaborate with quant researchers and developers to integrate models into live trading environments
Optimise inference latency and model robustness
Ensure models behave safely under live market conditions
Refine model quality through backtesting, live evaluation, and monitoring

Benefits

Team meals
Festive celebrations
Gaming events
Company-wide team-building events
Office amenities including table tennis and foosball
Flexible working from home
Flexible working hours
Pension
Private health insurance
UK work permits
Relocation assistance