Millennium
ML Research Scientist -Deep Learning & Transformer Architectures
$150K–$200K
New York, New York · On-site · Full-time · Posted Jun 8, 2026
- Experience
- Experience training models at scale (100M+ parameters); no years specified.
- Education
- PhD in Machine Learning, Computer Science, Statistics, Applied Mathematics, or a related field with a focus on deep learning.
About the job
Design, train, and evaluate a custom decoder-only Transformer for predicting price movements from tokenized intraday financial data, and integrate its predictions into a live trading pipeline.
What you'll do
- Develop the model architecture, financial-data tokenization scheme, and attention mechanisms.
- Build scalable training, evaluation, and low-latency inference pipelines; conduct ablation studies.
- Collaborate on trading-pipeline integration and document research methods and results.
What they ask for
- PhD in Machine Learning, Computer Science, Statistics, Applied Mathematics, or a related field, focused on deep learning.
- Demonstrated ability to implement Transformer architectures from scratch and deep understanding of attention, positional encodings, tokenization, and training dynamics.
- Expert-level PyTorch; strong Python and C++ skills; mathematical foundations in linear algebra, probability, optimization, and information theory.
- Experience training models at scale (100M+ parameters); ability to define and execute a multi-month research agenda; familiarity with AI-assisted development tools (Cursor, Claude Code).
Nice to have
- Deep learning for financial data or time-series forecasting; tokenization for continuous or non-text data.
- Research published in top ML venues or equivalent industry experience; market microstructure knowledge; model compression, quantization, or inference optimization.
Pay
$150,000 to $200,000 USD base salary
Tools
PyTorch, Python, C++, Cursor, Claude Code
AI focus
Build and train a custom Transformer from scratch for next-token prediction of financial time-series; optimize inference and integrate predictions into live trading.
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