ML Alpha Researcher

About the Firm

We are a research‑driven quantitative investment firm focused on applying advanced machine learning and statistical methods to real financial markets. Our philosophy is rooted in deep research, scientific rigor, and a strong feedback loop between theory and live trading.

The firm operates with a model‑first mindset: ideas are tested thoroughly, deployed carefully, and evaluated based on real‑world performance rather than academic novelty alone. We work with large, complex, and noisy datasets across global markets and believe that sustained alpha comes from robust research, disciplined experimentation, and strong engineering.

Collaboration sits at the core of how we work. Researchers, engineers, and portfolio professionals operate in tight feedback cycles, enabling fast iteration and continuous improvement. The environment is intellectually demanding but supportive, with a strong emphasis on ownership, transparency, and long‑term thinking.

The firm is headquartered in Copenhagen, offering a high quality of life, a focused research culture, and a strong commitment to supporting international talent through relocation and integration.

About the Role

We are hiring a Machine Learning Alpha Researcher to join our quantitative research team. The role is front‑office and impact‑driven: your work will directly contribute to the discovery, validation, and deployment of alpha‑generating signals used in live trading strategies.

This position is ideal for someone who enjoys working across the full research lifecycle-from hypothesis generation and data exploration through modeling, backtesting, and production deployment. You will be expected to combine strong machine learning intuition with a pragmatic understanding of how models behave in live market environments.

The role offers meaningful autonomy, direct responsibility for research outcomes, and close collaboration with other researchers and engineers.

Key Responsibilities

• Research, develop, and evaluate machine‑learning‑based alpha signals
• Work with large‑scale financial and alternative datasets
• Design robust experiments and backtesting frameworks
• Apply statistical, ML, and data‑driven techniques to noisy, non‑stationary data
• Translate research ideas into production‑ready models
• Continuously monitor and improve live signals based on performance feedback
• Collaborate with engineers and portfolio teams to ensure smooth deployment
• Document research findings clearly and rigorously

What We're Looking For

• Strong background in machine learning, statistics, applied mathematics, or similar fields
• Hands‑on experience building predictive models end‑to‑end
• Strong Python skills and familiarity with common ML libraries
• Ability to reason about overfitting, robustness, and real‑world constraints
• Comfort working independently while contributing to a collaborative research culture

Prior experience in systematic trading, quantitative research, or alpha generation is helpful but not strictly required. Exceptional candidates from academia or adjacent industries with demonstrable research depth are encouraged to apply.

What We Offer

• A research‑first, low‑bureaucracy environment
• Direct exposure to live trading and real PnL impact
• Competitive compensation with performance‑based upside
• Long‑term career growth in a stable, well‑capitalized firm
• Relocation support and a high quality of life in Copenhagen
• The opportunity to work alongside highly capable and curious researchers