AI-first research lab built on quantitative engineering.
Alkalyme designs and runs machine-learning systems, data infrastructure, and decision models that operate in live capital markets.
Decoding markets with systems, not slogans.
We run a multi-strategy architecture that blends AI-driven research, quantitative models, and technical structure.
Research and models
Our research spans time-series modelling, factor frameworks, and pattern recognition at scale.
- ML & statistical models for real-world data
- Cross-asset & cross-market signal research
- Backtesting frameworks with regime-aware evaluation
Engineering and infrastructure
Every signal, model, and risk decision sits on systems we build ourselves.
- Data pipelines & feature stores
- Real-time decision & execution engines
- Monitoring, logging, & feedback loops
No single lens is enough.
Markets are complex adaptive systems. We integrate different ways of understanding them.
Fundamentals
The foundation of value. Deep sectoral understanding and durable economics.
Technicals
The map of behaviour. Market structure, liquidity zones, order flow.
Quantitative
The engine of scale. Pattern recognition and factor-based frameworks.
Integration
Where alpha lives: quant surfaces, fundamentals validate, technicals refine.
Builder–thinkers over job titles.
We work with people who treat markets as complex systems and express ideas through code.
Who you might be
- Strong CS/Engineering background
- Prototype quickly
- Excited by data pipelines
- Curious about microstructure
- Think in probabilities
What you’ll work on
- Real-time trading systems
- Backtesting frameworks
- Production ML models
- Sector & strategy research
- Core infra tools
Direct contact with reality.
Most technologists ship features far from real outcomes. Here, your work interacts directly with global markets.
Ready to build with us?
If this sounds like the kind of place where you’d do your best work, we’d like to hear from you.