Machine Learning Researcher
Wintermute helps you trade digital assets by providing algorithmic liquidity across exchanges and OTC markets.
Maintainer signals as of 8/10/2026
Funding history
Projects
About Wintermute
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.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will focus on developing alpha signal generation pipelines from data ingestion and feature engineering to model training and deployment. You will research and implement advanced deep learning architectures for short-horizon forecasting, optimise inference latency and robustness, integrate models into live trading systems, and continuously refine model quality through backtesting, live evaluation, and monitoring.
Requirements
- Degree in Computer Science, Machine Learning, Applied Mathematics, or similar quantitative discipline
- Strong programming skills in Python and familiarity with ML libraries
- Proven track record applying ML or deep learning to real-world problems
- Familiarity with time-series modeling, signal extraction, or high-frequency data
- Experience developing ML infrastructure including data pipelines, experiment tracking, and versioning
- Experience in finance, trading, or quantitative research (nice to have)
- Publications, competition results (e.g., Kaggle), or open-source contributions (nice to have)
- Familiarity with C++, CUDA, or low-latency systems (nice to have)
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 advanced 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 robustness and ensure models behave safely under live market conditions
- Continuously refine model quality through systematic backtesting, live evaluation, and monitoring
Benefits
- Performance-based compensation with significant earning potential
- Pension
- Private health insurance
- Office in central London with amenities such as table tennis and foosball
- Team meals and company-wide events
- Flexible working from home and working hours
- UK work permits and relocation assistance
