Voleon is looking to improve the implementation of systematic trading strategies by enhancing algorithmic execution, securities lending, and portfolio financing across various asset classes and markets.
Requirements
- Strong programming in Python, R, and SQL; you write production code and work well across teams.
- Applied statistics (valid tests on real‑world data); clear quantitative reasoning.
- Deep market microstructure knowledge and passion for markets; excellent communication
- Experience with securities lending / equity finance / portfolio financing (e.g., stock‑loan, TRS, repo), and/or TCA/market‑impact analysis.
- kdb+/q or C++; experimentation (A/B, randomized trials) for market workflows.
Responsibilities
- Research market questions across asset classes; create clear analyses and present findings across teams.
- Build production‑quality code (Python/R/SQL): packages, data pipelines, and trading applications.
- Partner with Trading & Research to improve strategy implementation and market interaction.
- Provide domain expertise in market microstructure; manage relationships with brokers and trading partners.
- Evaluate order placement and liquidity access (e.g., venue usage, routing, and tactics) as part of broader market implementation.
- Lead and mentor a small team of Quantitative Trading Strategists and Data Scientists.
- Tackle market problems across microstructure, securities lending, and portfolio financing—not just execution.
Other
- 5+ years in a quantitative trading environment.
- Lead a high‑impact team improving how our ML‑driven strategies meet real markets.
- Collaborate across Trading and R&D; see your research make its way into production.
- Competitive pay and benefits; remote‑friendly with a Berkeley hub.
- The base salary range for this position is $200,000 to $300,000
