Senior Member of Research Staff, Voleon Securities

Voleon; New York (NY); Vor Ort; USD 275.000 - 300.000; Vollzeit

Zusammenfassung

Voleon Securities seeks a Senior Member of Research Staff to advance machine learning methods for financial market prediction and portfolio optimization. You will lead research projects, guide colleagues, and translate academic insights into live trading models within a hybrid work setting.

The role emphasizes deep learning, causal inference, and optimal control, with collaboration across a team of AI researchers and finance professionals. A PhD and strong mathematical background are required.

Qualifikationen

• 5-10+ years of related experience directing key research projects and mentoring colleagues.

Aufgaben

• Develop understanding of Voleon Securities' challenges and propose research innovations to build and optimize trading models.
• Prepare and analyze new datasets to assess predictive efficacy.
• Develop, validate, and implement new models into production.
• Design experiments to improve simulations and evaluate models in live trading.
• Collaborate with stakeholders and mentor researchers.
• Stay updated on academic advances to apply to trading and market prediction.
• Contribute to talent recruitment efforts.

Kenntnisse

Statistical ML methods

Python

R

Deep RL

Causal inference

Optimal control

Mathematical ability

Scientific publication

Ausbildung

PhD in a relevant field

Tools

Python

R

Jobbeschreibung

Senior Member of Research Staff, Voleon Securities

Employment Type

Full time

Location Type

Hybrid

Department

Securities

Compensation

• Base Salary $275K - $300K Offers Bonus

The listed base salary range for this position is based upon the location(s) of this posting. Individual salaries are determined through a variety of factors, including, but not limited to, education, experience, knowledge, skills, and geography. Base salary does not include other forms of total compensation such as bonus compensation and other benefits.

Our benefits package includes medical, dental, and vision coverage, life and AD&D insurance, 20 days of paid time off, 9 sick days, and a 401(k) plan with a company match.

Voleon Securities, a new business within the Voleon Group, provides liquidity in securities markets. We apply state-of-the-art AI/ML techniques to construct our liquidity-provision strategies. For nearly two decades, our affiliate Voleon Capital Management has led the hedge fund industry and worked at the frontier of applying AI/ML to investment management, becoming a multibillion-dollar asset manager. Voleon Securities builds on Voleon's deep real-world experience applying ML to financial markets.

Voleon Securities is looking for creative, entrepreneurial researchers who enjoy grappling with very difficult problems. This is a chance to join the initial buildout of a fully modern securities business rooted in the frontier of AI/ML and statistics. We particularly welcome researchers with practical experience in optimal stochastic control, deep RL, deep learning, and causal inference. Your colleagues will include internationally recognized experts in artificial intelligence and machine learning research as well as highly experienced finance and technology professionals.

As a Senior Member of Research Staff, you will work at the forefront of modern statistical machine learning. Your research colleagues across Voleon have collectively published hundreds of academic articles in top-tier venues on machine learning, systems, and theory, and we meet regularly to stay current on the latest academic research and share ideas. Founded in 2007 by two leading scientists,Voleon supports a culture of curiosity, collegiality, and creativity.

Your work will focus on financial market prediction and portfolio optimization. The behavior of financial markets is noisy and violates a number of classical statistical assumptions, and we've spent over a decade pioneering scientific advances in the application of machine learning techniques to this domain. You will work with a complex and diverse array of datasets to implement and iterate on predictive models. Predicting financial markets is an enduringly hard problem, but results are immediate and unambiguous.

Years of academic training has prepared you for this moment. You won't just conduct research, you'll apply it on a daily basis, working with a team across the entire life cycle of applied research problems. Your work will span from basic research to productizing solutions and validating their efficacy in live trading.

Responsibilities

Develop a rich understanding of Voleon Securities' challenges and methodologies and propose research innovations and experiments to build, maintain, and optimize the models that govern our trading strategy

Prepare and analyze new datasets to assess their predictive efficacy

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 trading environment

Build collaborative relationships cross-functionally and with key contacts outside your own area of expertise, with the potential to serve as an external spokesperson for Voleon Securities

Communicate and collaborate effectively with key stakeholders at each stage, facilitating meaningful discussions around complex issues and driving progress towards tangible outcomes

Mentor other researchers and provide technical guidance, coaching, and feedback

Keep up to date on the latest academic research to identify novel approaches to explore for application to trading and market prediction

Contribute to Voleon's efforts to recruit exceptional talent

Requirements

5-10+ years of related experience directing key research projects and mentoring colleagues

Capability to run multiple projects simultaneously, exercising judgment in the methods, techniques, and evaluation criteria for determining results

Ability to make well-reasoned design decisions, identifying and proactively potential issues, tradeoffs, risks, and the appropriate level of abstraction

Proven success solving large-scale computing problems

Expertise modern statistical methods and machine learning with a track record as an applied researcher, preferably with experience in at least one of the following: optimal control, deep RL, deep learning, and causal inference

Evidence of strong mathematical abilities (e.g., publication record, graduate coursework, or competition placement)

Strong skills in software development techniques and production level coding (Python and/or R preferred)

Effective at communicating complex technical issues simply and transparently, including writing insightful documentation

Ability to influence without requiring formal authority, with a proven track record of influence beyond your team

Interest in financial applications is essential, but prior finance industry experience is not a prerequisite

Ph.D. level coursework is required, and a Ph.D. degree in a relevant field is preferred

Equal Opportunity Employer

The Voleon Group is an Equal Opportunity employer. Applicants are considered without regard to race, color, religion, creed, national origin, age, sex, gender, marital status, sexual orientation and identity, genetic information, veteran status, citizenship, or any other factors prohibited by local, state, or federal law.