Causal Inference Research Scientist – Financial Markets & ML

The Voleon Group; United States; On-site; USD 250,000 - 275,000; Full time

Job summary

The Voleon Group, a leader in AI-driven trading research, is seeking an experienced causal inference researcher to join our ML research group. You will work on financial market prediction and portfolio optimization, applying modern causal inference methods to live trading applications.

You will collaborate with internationally recognized experts across AI, ML, statistics, and finance, and contribute to the productization of research results in a fast-growing securities business.

Qualifications

• Ph.D. level coursework is required, and a Ph.D. degree in a relevant field is preferred.
• Background in causal inference and statistics with a strong track record of publishing causal inference papers in top tier journals and conferences.
• Evidence of strong mathematical abilities (publication record, graduate coursework, or competition placement).
• Interest in software development techniques and willingness to write production-level code (Python).
• Eagerness to work in a fast paced and growing business.
• Interest in financial applications is essential, but prior finance industry experience is not a pre-requisite.

Responsibilities

• Develop a rich understanding of Voleon's challenges and methodologies and propose causal inference research innovations and experiments to build, maintain and optimize models of the market.
• Prepare and analyze new market datasets to gain insight into market microstructure.
• Develop, validate, and implement improvements to our models of the market.
• Design and conduct synthetic and live trading experiments to sharpen understanding of market behavior.
• Communicate and collaborate effectively with other Members of Research Staff and Software Engineers at each stage, driving progress towards tangible outcomes.
• Keep up to date on the latest causal inference academic research to identify novel approaches to explore for application to our domain.

Skills

Causal inference

Statistics

Mathematics

Python

Education

PhD coursework required

PhD preferred

Job description

The Voleon Group, a leader in AI-driven trading research, is seeking an experienced causal inference researcher to join our ML research group. You will work on financial market prediction and portfolio optimization, applying modern causal inference methods to live trading applications.

You will collaborate with internationally recognized experts across AI, ML, statistics, and finance, and contribute to the productization of research results in a fast-growing securities business.