Machine Learning Engineer
A machine learning engineering role in CFM's execution research team, working on a tick-based ML pipeline from data generation to production inference. It combines research on new models with the engineering of the research-to-production path.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Add features to the tick-based ML pipeline in C++
- Improve data generation and indicators for model training
- Test new ML models and frameworks and measure their gains
- Reduce inference latency and add regression tests in production
- Gather requirements from execution researchers and deliver them
What they ask for
Required
- PhD or equivalent in ML, computer science, maths, physics or similar
- Applied ML on large datasets
- 3+ years of Python with pandas/polars, scikit-learn, PyTorch or TensorFlow
- C++
- Linux
- French and English
Preferred
- Cloud (AWS)
- SQL
- Education
- PhD (or equivalent experience) in ML, computer science, data engineering or a quantitative science
- Experience
- Several years of applied ML and 3+ years of Python
- Languages and tools
How to prepare
- Build a small ML model on tick or order book data and measure its latency
- Learn modern C++ and write a feature calculation that handles streaming data
- Study how execution algorithms work and how ML predictions feed them
- Practise setting up non-regression tests for model changes
- Review tick data handling, including clean-up, timestamps and event time
What to study
- Modern C++ for Quantitative Finance
- Financial Machine Learning
- Market Microstructure and Execution
- Trading Systems and Low-Latency Infrastructure
The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Capital Fund Management (CFM)’s site before applying: requirements, location and pay can change after we check them.
View the posting on Capital Fund Management (CFM)’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Capital Fund Management (CFM) and doesn’t handle applications.