G-Research combines quantitative research and software engineering to analyse financial markets.
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The Performance Engineering Manager leads the Compute Performance Engineering team and the optimisation of large-scale compute workloads on Linux HPC and Kubernetes. The role covers profiling and optimising CPU and GPU workloads, as well as developing tools and reference solutions. It requires experience managing engineers, strong Linux systems expertise and a good command of Kubernetes and HPC environments.
As a Machine Learning Engineer in the Core Technical Machine Learning team, you will work with quantitative researchers on machine learning challenges applied to quantitative research. You will design tools and systems, optimise model training and evaluate ML architectures and technologies. The role requires machine learning expertise or commercial experience with large-scale models, as well as skills in Python, PyTorch and NumPy.
G-Research is looking for a Machine Learning Workflow Engineer to develop platforms and tools for quantitative research in London. The role covers feature stores, data and model versioning, model serving, CI/CD for ML, and validation and monitoring in production. The offer mentions competitive pay, an annual discretionary bonus, 35 days’ holiday and a 9 % pension contribution.
As a Quantitative Data Engineer in G-Research's engineering team, based in London, you will design data pipelines and tools to support quantitative research. The role involves using Python, large-scale computing and agents based on large language models, working with quantitative researchers.
G-Research is recruiting a Security Operations intern in London for a team dedicated to cyber security. The role includes investigating alerts and incidents, threat hunting and improving detection capabilities across Windows, Linux, Kubernetes and cloud environments. The internship runs from July 2027 to July 2028, with competitive pay, health cover and 30 days’ annual leave.
As a Software Engineer in G-Research’s engineering team in London, you will design the platforms and tools that support quantitative finance research. The role draws on C# and Python, with responsibilities relating to trading systems, simulation, modelling and performance. The offer mentions competitive pay, an annual discretionary bonus, 35 days of annual leave and a 9 % pension contribution.