Causal Inference Research Scientist, Financial Markets

The Voleon Group; Berkeley, Northern (CA, KY); Hybrid; USD 180,000 - 280,000; Full time

Benefits offered by this job

Medical coverage

Dental coverage

Vision coverage

Life insurance

AD&D insurance

20 days paid time off

9 sick days

401(k) with company match

Job summary

The Voleon Group is seeking an experienced researcher to join the Securities ML research group as Member of Research Staff, focusing on causal inference for market prediction and portfolio optimization. The role emphasizes rigorous theory and practical application in live trading environments, with a strong publication and collaboration culture.

Relocation and visa eligibility are supported. The team works hybrid in the San Francisco Bay Area, combining cutting-edge ML with finance and

Qualifications

• PhD level coursework required; PhD preferred in a relevant field.
• Strong background in causal inference and statistics with publication record in top venues.
• Evidence of strong mathematical abilities (publication record, coursework, or competition).
• Interest in software development techniques and willingness to write production-level code (Python).
• Interest in financial applications; prior finance experience not required.

Responsibilities

• Develop causal inference research innovations and experiments to build, maintain and optimize market models.
• Prepare and analyze new market datasets to understand market microstructure.
• Develop, validate, and implement improvements to market models.
• Design and conduct synthetic and live trading experiments to sharpen market understanding.
• Collaborate with other researchers and software engineers to drive tangible outcomes.

Skills

Causal inference

Statistics

Mathematics

Python programming

Education

PhD in a relevant field

Tools

Python

Job description

The Voleon Group is seeking an experienced researcher to join the Securities ML research group as Member of Research Staff, focusing on causal inference for market prediction and portfolio optimization. The role emphasizes rigorous theory and practical application in live trading environments, with a strong publication and collaboration culture.

Relocation and visa eligibility are supported. The team works hybrid in the San Francisco Bay Area, combining cutting-edge ML with finance and