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Data Scientist & ML Engineer Jobs at HFT Firms

Data scientists and ML engineers at HFT firms apply advanced machine learning and statistical techniques to extract signals from large, noisy financial datasets. They build predictive models, develop feature engineering pipelines, and increasingly use deep learning for market prediction and risk management.

Common responsibilities include feature engineering from tick data, building classification and regression models for price prediction, developing real-time ML inference pipelines, and conducting rigorous backtesting and out-of-sample validation.

Firms typically look for strong Python skills, experience with PyTorch, TensorFlow, or scikit-learn, and solid statistical foundations. A quantitative PhD or equivalent research experience is common at top firms.