Optimization Research Scientist

The Voleon Group; New York (NY); On-site; USD 250,000 - 275,000; Full time

Job summary

The Voleon Group is a technology-driven investment manager applying state-of-the-art AI and ML to finance. We seek a Member of the Optimization Research Staff to push the frontiers of optimization modeling and research, bridging basic research and live trading.

You will work with renowned AI/ML researchers and finance/tech professionals, delivering research that guides billions in daily trades while developing scalable, production-ready solutions in Python and C++.

Qualifications

• Ph.D. level coursework and degree in a relevant field.
• Strong mathematical abilities with publication record or coursework.
• Experience with production-level Python/C++ code.

Responsibilities

• Develop and maintain large-scale, constrained optimization methods for trading decisions.
• Design, implement, and evaluate models to production in live trading environments.
• Collaborate with Research Staff and Software Engineers across the life cycle of applied research problems.
• Stay up-to-date with the latest research to identify novel approaches for our domain.
• Communicate research findings and drive progress toward tangible outcomes.

Skills

Optimization theory

Stochastic control

Reinforcement learning

Collaborative teamwork

Mathematical rigor

Education

Ph.D. in relevant field

Tools

Python

C++

Job description

The Voleon Group is a technology-driven investment manager applying state-of-the-art AI and ML to finance. We seek a Member of the Optimization Research Staff to push the frontiers of optimization modeling and research, bridging basic research and live trading.

You will work with renowned AI/ML researchers and finance/tech professionals, delivering research that guides billions in daily trades while developing scalable, production-ready solutions in Python and C++.