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Industry not specified
Deep Learning Quant Researcher
at OKX
Mid LevelNo visa sponsorshipData Science/AI/ML
Posted 6 hours ago
No clicks
- Compensation
- Not specified
- City
- Hong Kong
- Country
- China
Currency: Not specified
Join OKX as a Deep Learning Quant Researcher to develop and deploy state-of-the-art neural network models that drive predictive trading strategies. You will tackle noisy financial datasets, optimize models for low-latency trading environments, and craft architectures tailored for high-volume, low-signal markets. This role blends frontier AI research with practical quantitative finance, enabling rapid iteration from concept to production across massive GPU clusters and petabytes of market data. You will collaborate with quantitative traders, software engineers, and infrastructure teams to train, debug, and deploy strategies with ultra-low latency.
This role doesn't accept fresh graduate CVs unfortunately and is only open for experienced hire with at least around 5+ years of working experience with deep learning experience. Thank you for your interest!
Who We Are
About the Opportunity
As a Deep Learning AI Researcher, you'll join a dynamic team of researchers, engineers, and traders to develop and deploy state-of-the-art neural network models that drive predictive trading strategies. You'll tackle noisy financial datasets, optimize for low-latency environments, and innovate on architectures tailored for high-volume, low-signal markets. This role combines frontier AI research with practical application in quantitative finance, enabling you to iterate rapidly from concept to production. Expect to work with massive GPU clusters, petabytes of market data (encompassing tick-by-tick exchange feeds, order books, and on-chain analytics), and cross-disciplinary teams to solve some of the most challenging problems in trading.
What You’ll Be Doing
- Invent and refine deep learning models (e.g., transformers, convolutional networks, RL agents) to predict market behaviors, optimize order execution, and enhance risk management.
- Analyze vast quantities of financial market data using statistical techniques, machine learning, and AI to extract actionable patterns and signals.
- Build custom architectures, optimizations, and tricks adapted for trading, drawing from the latest papers in LLMs, computer vision, RL, generative modeling, and distributed training.
- Collaborate closely with quantitative traders, software engineers, and infrastructure teams to train models, debug systems, and deploy strategies in production with ultra-low latency.
- Conduct rigorous experiments, tune hyperparameters, backtest models against historical and real-time data, and evaluate performance in dynamic market conditions (e.g., accounting for structural changes from events like elections or regulations).
- Stay at the cutting edge of AI research by adapting open-source tools (e.g., PyTorch, Hugging Face) and contributing to internal libraries for efficient training and inference.
- Mentor junior team members and present findings to drive firm-wide innovation in automated trading.
What We Look For In You
- PhD (or equivalent experience) or Masters in Computer Science, Machine Learning, Statistics, Physics, Mathematics, or a related highly quantitative field.
- Strong research track record in deep learning, AI, or quantitative modeling, ideally demonstrated through publications, projects, or prior industry experience.
- Proficiency in probability, statistics, time-series analysis, NLP, pattern recognition, and machine learning frameworks (e.g., PyTorch, TensorFlow).
- Experience with programming in Python, C++, or similar languages for implementing mathematical models and algorithms.
- Familiarity with data-driven research environments, including handling large, noisy datasets and distributed computing.
- Intellectual curiosity, rigor, and a passion for applying AI to solve complex, real-world problems in low-signal-to-noise environments.
Nice to Haves
- Background in quantitative finance, trading algorithms, or high-frequency trading
- Expertise in reinforcement learning, generative models, or LLM applications in predictive tasks.
- Experience with GPU-accelerated computing, CUDA kernels, or scaling ML models on clusters (e.g., thousands of high-end GPUs).
- Prior work in collaborative settings, such as research labs or trading desks, where models influence live systems.
- Ability to thrive in a no-silos environment, iterating quickly and adapting to market feedback.
Perks & Benefits
- Competitive total compensation package
- L&D programs and Education subsidy for employees' growth and development
- Various team building programs and company events
- Wellness and meal allowances
- Comprehensive healthcare schemes for employees and dependants
- More that we love to tell you along the process!
Disclaimer: Please note that Hong Kong is a group-level service hub, and OKX does not carry on a business of operating a virtual asset trading platform in Hong Kong.
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