Quant jobs / Millennium

Deep Learning Quantitative Researcher

A research role building and owning the firm's core deep learning pipelines for alpha research. The researcher also sets standards for how models are evaluated and promoted.

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.

Build deep learning pipelines from data preparation to production
Run research projects end to end, including attribution
Enforce out-of-sample discipline and compare against simple baselines
Advise others on architectures and training diagnostics
Provide reusable training and inference interfaces

What they ask for

Required

3–5 years applying deep learning at scale
Python and a deep learning framework
Distributed and multi-GPU training
Statistics, optimisation and ML theory
Regularisation and validation for low signal-to-noise data
Large dataset handling and point-in-time data
Experiment tracking

Preferred

C++ or CUDA optimisation
LLM tooling for research
Top-20 university background and olympiad medals

Education: PhD-level training in computer science, engineering, physics, maths or statistics preferred
Experience: 3–5 years of deep learning on large problems, ideally in quant finance
Languages and tools: Python
C++
CUDA

How to prepare

Train a sequence model on returns and beat a regularised linear baseline honestly
Build point-in-time-correct datasets and a purged cross-validation scheme
Practise multi-GPU training and throughput profiling
Write up an experiment with ablations and uncertainty

What to study

The NLP and ML Quant Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Millennium’s site before applying: requirements, location and pay can change after we check them.

View the posting on Millennium’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Millennium and doesn’t handle applications.