Optimization Research Scientist for AI-Driven Trading

The Voleon Group; Berkeley (CA); On-site; USD 180,000 - 240,000; Full time

Job summary

The Voleon Group is seeking an Optimization Research Staff member to push the frontiers of large-scale optimization for financial trading. You will work with experts in AI/ML and finance to design, implement, and productionize new models that guide billions in trading decisions daily.

You will develop constrained optimization methods, validate them in live environments, and stay at the cutting edge of academic research to inform our approach and improve our systems.

Qualifications

• Background in numerical methods, optimization solvers, mathematical programming, convex or nonconvex optimization.
• Expertise in stochastic control and reinforcement learning.
• Evidence of strong mathematical abilities (publication record, coursework, or competition).
• Interest in production level code (Python and/or C++).
• Eagerness to work in collaborative and diverse teams.
• PhD level coursework is required; a PhD degree is preferred.

Responsibilities

• Develop understanding of Voleon’s challenges and propose research innovations to improve models.
• Design, implement, and improve large-scale constrained optimization methods for trading decisions.
• Develop, validate, and implement new models into production.
• Design experiments to improve simulations and evaluate models in live environments.
• Communicate and collaborate with Research Staff and Software Engineers to drive progress.
• Keep up to date on the latest academic research to identify novel approaches.

Skills

Numerical methods

Optimization solvers

Mathematical programming

Convex optimization

Nonconvex optimization

Stochastic control

Reinforcement learning

Python

C++

Collaboration

Education

PhD in a relevant field

Tools

Python

C++

Job description

The Voleon Group is seeking an Optimization Research Staff member to push the frontiers of large-scale optimization for financial trading. You will work with experts in AI/ML and finance to design, implement, and productionize new models that guide billions in trading decisions daily.

You will develop constrained optimization methods, validate them in live environments, and stay at the cutting edge of academic research to inform our approach and improve our systems.