NeurIPS 2026 Career Opportunities
Here we highlight career opportunities submitted by our Exhibitors, and other top industry, academic, and non-profit leaders. We would like to thank each of our exhibitors for supporting NeurIPS 2026.
Search Opportunities
Flow Traders is looking for a Junior Quantitative Researcher to join the quantitative trading team in our Amsterdam office. This is a unique opportunity to join a leading proprietary trading firm, working alongside some of the brightest minds in the industry. As a firm, we are committed to leveraging advances in computer science, statistics, and machine learning to generate value in the financial markets.
A successful Quantitative Researcher is an expert in mathematics and statistics, passionate about translating challenging quantitative problems into equations and models, and skilled at optimizing them using cutting-edge computational techniques. If you're at the top of your quantitative, modeling, and coding game, and excited to test these skills in competitive live markets, this opportunity is for you.
What you will do
- Design, build, optimize, and deploy state-of-the-art models and algorithms for systematic trading.
- Analyze large datasets to identify patterns and signals that can be translated into trading strategies.
- Collaborate with traders and technologists to bring models from research into live production.
- Monitor and refine existing models based on live market performance.
What you need to succeed
- A PhD degree in Mathematics, Physics, Computer Science or a related quantitative field.
- Strong statistical and linear algebra knowledge.
- Proficiency in implementing models and algorithms in programming languages such as Python or C++.
- Experience in Deep Learning is a plus.
- Strong analytical and problem-solving skills, with the ability to work independently on open-ended, ambiguous problems.
- Ownership and entrepreneurship.
Do Work That Matters
AI General Model Validation (AIGMV) provides independent technical challenge and review of the Group's most important ML and AI models, across business and support units.
At CommBank, we're investing in AI to create better customer experiences and meaningful value for the communities we serve. We welcome international talent who would love the experience of working in Australia. We encourage you to apply if you're open to diversifying your global experience and solving world-class AI problems across the Group in collaboration with our own AI Research Labs.
We operate with a fintech mindset as we grow our global footprint and build our people's careers, including a diversified culture of international Tech Hubs established in Seattle and San Francisco, USA, working alongside unique partnerships with OpenAI, Anthropic, AWS and Microsoft to accelerate safer AI outcomes for Australia. Join us to experience this first-hand!
See yourself in our team
As a Principal Data Scientist within the team, you will lead independent review, challenge and validation of ML, statistical and AI models across the Group, including GenAI and agentic systems. You will assess whether they are fit for purpose and operate as intended, and whether the risks they introduce are understood and appropriately controlled.
We’re interested in hearing from people with:
• Technical foundation in ML/AI & statistics: Extensive experience developing, evaluating and validating ML/AI, GenAI or statistical models, traditional models (regression, random forests, XGBoost) and hands-on fine-tuning transformer models.
• Educational background: Degree in Statistics, Data Science, Computer Science, Actuarial Science or related field, or equivalent industry experience.
• Deep GenAI & agentic systems expertise: Working knowledge of GenAI and agentic architecture to validate and challenge orchestrators, sub-agents, RAG pipelines, tool use, guardrails, multi-agent routing, memory/persona handling and LLM-as-a-Judge backed by practical experience with PyTorch, AWS SageMaker and GenAI tooling such as LangChain, LangGraph, OpenAI Agents SDK, Pydantic and Langfuse/HoneyHive.
• Engineering & coding practice: Advanced hands-on coding in Python, R, TypeScript and use of AI coding agents - Claude Code, Codex, alongside GitHub, CI/CD, and skillfully read and navigate unfamiliar codebases, reproduce evaluation pipelines, write test harnesses and inspect trace data, and building/maintaining skills, sub-agents, hooks and plugins to automate workflows.
• Independent judgement & technical leadership: A courageous mindset with independent judgement, self-directed learning backed by curiosity and discipline to stay ahead of fast-changing AI techniques and risks, alongside technical leadership to lead projects, guide other data scientists through the work, turning complex systems into structured test plans.
• Communication across audiences: Strong communication skills to explain complex technical concepts clearly to mixed audiences, including senior stakeholders and governance forums.
Working with us
At CommBank, we foster a culture of inclusion and respect, celebrating diversity across cultures, abilities, capabilities, skills, global locations, genders, gender expressions and sexual orientations. If this role excites you but you don’t meet every requirement, we still encourage you to apply as you may be the right fit for this role or another opportunity with us.
We’re committed to making a meaningful difference for Australia’s First Nations peoples and welcome all applicants. We are open to international talent that would love to experience working in Australia.
APPLY NOW to live your best life and do your best work with the world's #4 AI Banking leader(Evident AI Index 2025) and Australia's #1 Employer of Choice for growing careers(LinkedIn Top Companies 2026)
Job Description
Role Summary
As a ML/Research Engineer at Citadel Securities, you will work closely with researchers to design and build the next generation library for deep learning within the firm. You will combine the best available open-source tools with deep internal expertise in modelling and predicting financial markets. Your work will empower 100+ researchers to iterate faster on their agenda and perform experiments that were not possible before.
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.
Objectives
- Grow/maintain internal library for deep learning.
- Work with researchers to understand their needs and add new functionality.
- Work with HPC experts to optimize the largest existing workflows and deliver training speed improvements and cost savings.
- Stay up to date with external innovations and tools and make them available for internal use as appropriate.
Skills and Preferred Qualifications
- 2+ years of experience in machine learning and software development.
- Strong engineering skills, including Python, CUDA, C++.
- Experience building distributed deep learning libraries or scaling large distributed deep learning workflows using PyTorch (or similar).
About Citadel Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.
Job Description
At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.
As an intern, you'll dive into research through an 11 week program that will allow you to collaborate and connect with senior team members. In addition, you'll get the opportunity to network and socialize with peers throughout the internship.
Our signature internship program takes place June through August. Occasionally, we can be flexible to other times of the year. You will be able to indicate your timing preference in the application.
Your Objectives
- Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code
- Back test and implement trading models and signals in a live trading environment
- Use unconventional data sources to drive innovation
- Conduct research and statistical analysis to build and refine monetization systems for trading signals
Your Skills & Talents
- PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field
- Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
- Prior experience working in a data driven research environment
- Experience with translating mathematical models and algorithms into code (Python, R or C++)
- Independent research experience
- Ability to manage multiple tasks and thrive in a fast-paced team environment
- Excellent analytical skills, with strong attention to detail
- Strong written and verbal communication skills
Opportunities available in Hong Kong and Singapore.
We collect and use personal data in accordance with our Privacy Policy. We retain data on prospective candidates and may consider suitability for alternative opportunities at Citadel. For more information, see our Privacy Policy.
About Citadel Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.
We offer opportunities to do your life’s work while helping solve one of the most important technical and moral challenges of our time.
Full-time, in-office in Emeryville, California.
Turn raw assay video into precise, reviewable measurements of what mosquitoes do over time. The work begins with detection and tracking, but the scientific outcome is a trustworthy behavioral record that can train and evaluate models.
Key Responsibilities
- Develop and validate methods for detecting and tracking multiple mosquitoes in top-mounted behavioral-assay video
- Derive cumulative landing-zone occupancy, trajectories, spatial distribution, entry and exit rates, dwell time, and other interpretable behavioral features
- Build representative labeled datasets and error analyses across labs, cameras, lighting conditions, arenas, mosquito densities, and occlusion patterns
- Quantify confidence and route uncertain or anomalous results to efficient human review rather than silently producing a score
- Design visual overlays and quality-control tools that let scientists inspect how each measurement was produced
- Work with entomologists and lab teams to improve camera placement, assay geometry, capture standards, and the behavior labels that matter scientifically
Qualifications
- Strong experience with object detection, multi-object tracking, segmentation, pose or trajectory analysis, or related computer-vision methods
- Strong Python skills and experience with PyTorch, OpenCV, or equivalent tools
- Experience building evaluation sets and choosing metrics that reflect the downstream use of a vision system
- Ability to build efficient video-processing pipelines and debug failures at the frame and sequence level
- Clear communication with domain scientists and software engineers
Desired Attributes
- Experience with small-object tracking, animal behavior, microscopy, or other visually difficult scientific video
- Experience with domain adaptation, weak supervision, active learning, or human-in-the-loop annotation
- Familiarity with camera calibration, experimental instrumentation, or cross-site capture standardization
- Interest in making scientific measurements interpretable and auditable
Job Description
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.
Researchers build and deploy models across equities, options, fixed income, and derivatives domains, often working with petabyte-scale data.
Models incorporate advanced techniques: deep learning, sequence / time-series models, representation learning, and methods to tame overfitting and ensure robustness in financial regimes.
The goal: each model isn't a theoretical exercise — it has a measurable P&L impact (or reduces risk / cost) when deployed in live market-making or trading contexts.
Key Responsibilities:
- Conduct cutting-edge research and development in machine learning, with a focus on large language models (LLMs) and Deep learning and their applications in quantitative finance.
- Design, implement, and optimize machine learning models for performance and scalability, particularly in financial contexts.
- Collaborate with cross-functional teams to integrate ML solutions into business processes and trading strategies.
Skillset Requirements:
- Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems
- Deep knowledge of LLM architectures, including transformers.
- Familiarity with attention mechanisms, normalization techniques, and model architecture design.
- Training techniques (pre-training, fine-tuning, RLHF), and optimization methods.
- Understanding of low-level details like GPU memory management, precision types (float16, bfloat16), and parallelization techniques.
- Proficiency in advanced training techniques such as pre-training, fine-tuning, RLHF, and DPO.
- Expertise in Python and ML frameworks like PyTorch or TensorFlow.
- Familiarity with Retrieval Augmented Generation (RAG) systems and their implementation.
- Proven ability to approach open-ended problems and design end-to-end solutions in ML/AI.
- Strong mathematical and statistical foundations, particularly in areas relevant to quantitative finance.
About Citadel Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.
Job Description
At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, the goal of this team is to leverage and tailor the state-of-the-art machine learning and AI algorithms to modernize the quantitative trading industry. We’re looking for extraordinary and highly motivated researchers who are excited about solving challenging problems and iterating in a fast-paced environment.
As an intern, you’ll get to challenge the impossible in research through an 11 week program that will allow you to collaborate and connect with senior team members. In addition, you’ll get the opportunity to network and socialize with peers throughout the internship.
Our signature internship program takes place June through August. Occasionally, we can be flexible to other times of the year. You will be able to indicate your timing preference in the application.
Your Objectives
- Use statistics, machine learning or AI (e.g. deep learning, NLP) to extract patterns from various kinds of datasets through innovative and rigorous research
- Implement algorithms in high-quality code
- Work with large data sets, including unconventional and unstructured data sources
- Back-test models and document research findings
Your Skills & Talents
- PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field
- Advanced training and strong research track record in statistics, machine learning, AI, or another highly quantitative field
- Hands on programming experience in scripting (e.g. Python) and/or compiled languages (e.g. C++)
- A background demonstrating strong problem-solving skills
- An ability to communicate advanced concepts in a concise and logical way
- Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel Securities, please share your details and we will contact you if there is a vacancy available.
In accordance with applicable law, the base salary range for this role is $4,500 to $5,800 per week.
About Citadel Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.
Job Description
At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.
As an intern, you'll dive into research through an 11 week program that will allow you to collaborate and connect with senior team members. In addition, you'll get the opportunity to network and socialize with peers throughout the internship.
Our signature internship program takes place June through August. Occasionally, we can be flexible to other times of the year. You will be able to indicate your timing preference in the application.
Your Objectives
- Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code
- Back test and implement trading models and signals in a live trading environment
- Use unconventional data sources to drive innovation
- Conduct research and statistical analysis to build and refine monetization systems for trading signals
Your Skills & Talents
- PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field
- Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
- Prior experience working in a data driven research environment
- Experience with translating mathematical models and algorithms into code (Python, R or C++)
- Independent research experience
- Ability to manage multiple tasks and thrive in a fast-paced team environment
- Excellent analytical skills, with strong attention to detail
- Strong written and verbal communication skills
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel Securities, please share your details and we will contact you if there is a vacancy available.
We collect and use personal data in accordance with our Privacy Policy. We retain data on prospective candidates and may consider suitability for alternative opportunities at Citadel Securities. For more information, see our Privacy Policy.
About Citadel Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.
Job Description
At Citadel, our mission is to be the most successful investment team in the world. Quantitative Researchers play a key role in this mission by developing next-generation models and trading approaches for a range of investment strategies. You’ll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.
Your Objectives
- Conceptualize valuation strategies, develop, and continuously improve upon mathematical models and help translate algorithms into code
- Back test and implement trading models and signals in a live trading environment
- Use unconventional data sources to drive innovation
- Conduct research and statistical analysis to build and refine monetization systems for trading signals
Your Skills & Talents
- PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field
- Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
- Prior experience working in a data driven research environment
- Experience with translating mathematical models and algorithms into code (Python, R or C++)
- Independent research experience
- Ability to manage multiple tasks and thrive in a fast-paced team environment
- Excellent analytical skills, with strong attention to detail
- Strong written and verbal communication skills
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.
In accordance with applicable law, the base salary range for this role is $235,000 to $300,000.
In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program, as well as a wide array of benefit programs, such as medical and life insurance, retirement and tax-free savings plans, and access to other healthcare programs.
About Citadel
Citadel is one of the world’s leading alternative investment managers. We manage capital on behalf of many of the world’s preeminent private, public and nonprofit institutions. We seek the highest and best use of investor capital in order to deliver market leading results and contribute to broader economic growth. For over 30 years, Citadel has cultivated a culture of learning and collaboration among some of the most talented and accomplished investment professionals, researchers and engineers in the world. Our colleagues are empowered to test their ideas and develop commercial solutions that accelerate their growth and drive real impact.
Expression of Interest: Senior Data Scientist – ML, Gen AI
Do work that matters
At CommBank, we're investing in AI to create better customer experiences and meaningful value for the communities we serve. We welcome international talent who would love the experience of working in Australia. We encourage you to apply if you're open to diversifying your global experience and solving world-class AI problems across the Group in collaboration with our own AI Research Labs.
We operate with a fintech mindset as we grow our global footprint and build our people's careers, including a diversified culture of international Tech Hubs established in Seattle and San Francisco, USA, working alongside unique partnerships with OpenAI, Anthropic, AWS and Microsoft to accelerate safer AI outcomes for Australia. Join us to experience this first-hand!
As a Senior Data Scientist, you’ll work on opportunities connected to the Customer Service Network, supporting branch and customer service experiences through traditional machine learning, GenAI and Agentic AI. You’ll be hands-on with delivery, while also helping shape and influence strategic conversations around the data landscape, data quality, data risk and governance as well as identify where AI can transform and innovate.
See yourself in our team
This key role will focus on helping teams move from experimentation to production with greater speed, rigour and impact. We’re equipping data scientists with AI-enabled tools and reusable assets that support feature engineering, model development, validation, deployment and monitoring.
In this role, you’ll partner with product, technology and business stakeholders to identify where machine learning, GenAI and Agentic solutions can automate, simplify and improve processes. You’ll bring strong technical judgement and the ability to explain complex ideas clearly to senior stakeholders.
You’ll do this by:
• Designing, building and productionising machine learning, GenAI and Agentic AI solutions that solve practical business problems.
• Translating branch and customer service challenges into clearly defined predictive, optimisation or Agentic solution approaches.
• Shaping GenAI and Agentic AI opportunities across customer service and branch-related journeys.
• Translating complex business questions into well-defined machine learning or Agentic solution approaches.
• Supporting the data science lifecycle, from ideation and discovery through model build, validation, deployment, monitoring and ongoing governance.
• Influencing the data landscape, data governance, data quality and data risk considerations.
• Helping define the data science strategy and technical capability required to support Customer Service Network priorities.
• Partnering with product, engineering, risk and business teams to assess opportunities, constraints, trade-offs and expected value.
Working with us
At CommBank, we foster a culture of inclusion and respect, celebrating diversity across cultures, abilities, capabilities, skills, global locations, genders, gender expressions and sexual orientations. If this role excites you but you don’t meet every requirement, we still encourage you to apply as you may be the right fit for this role or another opportunity with us.
We’re committed to making a meaningful difference for Australia’s First Nations peoples and welcome all applicants. We are open to international talent that would love to experience working in Australia.
APPLY NOW to live your best life and do your best work with the world's #4 AI Banking leader(Evident AI Index 2025) and Australia's #1 Employer of Choice for growing careers(LinkedIn Top Companies 2026)