Optimization Research Scientist – ML & Finance

The Voleon Group; United States; Vor Ort; USD 250.000 - 275.000; Vollzeit

Zusammenfassung

The Voleon Group in the United States seeks an outstanding Optimization Research Staff member to push the boundaries of large-scale constrained optimization for live trading. You will translate research into production-grade models and systems that influence billions of dollars of trades every day.

You will collaborate with researchers and software engineers, publish findings, and stay at the frontier of AI/ML approaches for finance, using Python and C++ to implement robust solutions.

Qualifikationen

• Background in one or more of numerical methods, optimization solvers, mathematical programming, convex or nonconvex optimization
• Expertise in stochastic control, and reinforcement learning
• Evidence of strong mathematical abilities (e.g., publication record, graduate coursework, or competition placement)
• Interest in software development techniques and willingness to write production level code (Python and/or C++ preferred)
• Eagerness to work in collaborative and diverse teams
• Interest in financial applications is essential, but prior finance industry experience is not a pre-requisite
• Ph.D. level coursework is required, and a Ph.D. degree in a relevant field is preferred

Aufgaben

• Develop a rich understanding of Voleon’s challenges and methodologies and propose research innovations and experiments to build, maintain and improve the models that govern our investment strategy
• Design, implement, and improve large-scale constrained optimization methods that determine trading decisions under forecasts, risk, costs, liquidity, and operational constraints
• Develop, validate, and implement new models into production
• Design and conduct experiments to improve simulations and evaluate the success of new models in a live environment
• 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 academic research to identify novel approaches to explore for application to our domain

Kenntnisse

Numerical methods

Optimization

Mathematical programming

Stochastic control

Reinforcement learning

Ausbildung

PhD in relevant field

Tools

Python

C++

Jobbeschreibung

The Voleon Group in the United States seeks an outstanding Optimization Research Staff member to push the boundaries of large-scale constrained optimization for live trading. You will translate research into production-grade models and systems that influence billions of dollars of trades every day.

You will collaborate with researchers and software engineers, publish findings, and stay at the frontier of AI/ML approaches for finance, using Python and C++ to implement robust solutions.