About the role

Why you should join us

• We’re building a research lab with a real-time feedback loop: the financial markets.

• We're working with structured and unstructured data at scale to build temporal AI systems that adapt, predict, and act.

• Our edge isn’t secret data or microwaves — it’s the speed at which we iterate and learn.

• You’ll lead ML/AI strategy at the intersection of research and live deployment.

• We’re starting in options - complex, under-modeled, and full of opportunity.

• Join a frontier team with over a decade of experience in quant trading. These aren’t logos from internships - we’ve started and led teams at Optiver, DRW, and Argo AI.

What you’ll do

• Lead development of predictive models, RL agents, and signal discovery workflows.

• Integrate alternative data, design experiments, and rapidly test hypotheses in sim + live trading. Measure your impact in market returns.

• Work side-by-side with the founders to test predictions in real markets and learn from every outcome - good and bad.

• Shape the research direction, modeling stack, and experimental culture from day one.

What we’re looking for

• Deep expertise in ML/AI - especially time-series, forecasting, representation learning.

• Strong coding background: Python, data pipelines, AWS/GCP infra.

• Experience deploying models in production: you care about what works, not just what looks good on paper.

• Clear thinker, fast builder, excited to work at the edge of research and execution

• Zero experience in financial markets is expected. Drive and curiosity matter.

You’ll be given the autonomy to do some of the best work for your life.

About attimet

We’re building a research lab that puts its ideas to the test in one of the most complex, information-rich environments in the world: the financial markets.

Much of trading still depends on hand-crafted signals and intuition. We’re approaching it differently - from first principles. We design systems that learn, adapt, and improve with data. Our infrastructure is built to accelerate research: fast iteration loops, real-time feedback, and direct connection between ideas and outcomes.

We’re starting with liquid markets like equities and options - high-dimensional, dynamic systems where traditional pipelines break down. Our goal isn’t just to model them better - it’s to build a platform for experimentation, where every result tightens the loop between theory and practice.

If you care about learning systems, clean abstractions, and applying research in the wild - we’re hiring.