Overview
In this role you will advance NLP research within G-Research’s backtested and live data environment. You will work with a cross-disciplinary team to apply state-of-the-art NLP and LLM techniques to large text corpora, aiming to extract signals that help predict financial market behaviour. The role combines foundational research with real-world finance applications, offering scope to shape techniques and contribute to a high-impact research culture. You will collaborate with expert researchers to push the boundaries of domain-adaptive NLP in finance.
Pay / Benefits
- competitive compensation and discretionary bonus
- lunch provided
- 35 days’ annual leave
- 9% pension contributions
- healthcare and life assurance
- cycle-to-work scheme
Responsibilities
- Apply NLP/ML techniques to very large text corpora and real-time feeds
- Adapt LLMs to domain-specific finance tasks (Domain Adaptive PreTraining, Instruction Fine Tuning, quantisation, LoRA)
- Develop features from text data to predict future market behaviour
- Collaborate with NLP experts and quantitative researchers to advance research goals
Key requirements
- Expert knowledge of NLP or related ML area
- Experience applying ML/DL to NLP tasks (embeddings, sentiment, NER, knowledge graphs, multilingual text, topic extraction)
- Strong problem-solving skills and ability to work independently or in a team
- Strong Python programming and ML libraries (PyTorch, vLLM or similar)
- Master or PhD in NLP or related quantitative field (e.g., ML, CS, math, stats, physics, engineering)
- Publications at NLP/ML conferences desirable
- Interest in applying NLP to real-world financial data and turning theory into code
- Strong written and verbal communication
- strong communication
- team collaboration
- independent work
- Python
- PyTorch
- vLLM
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