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Voleon Securities is looking to apply state-of-the-art AI/ML techniques to construct liquidity-provision strategies in securities markets. The business problem is to develop and implement advanced machine learning models for financial market prediction and portfolio optimization, addressing the inherent noise and complex data in financial markets.

Requirements

• Background in 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
• Hands-on experience building successful liquidity providing strategies across asset classes preferred but not required
• 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)
• Ability to solve large-scale computing problems

Responsibilities

• Develop a rich understanding of Voleon’s 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 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

Other

• Creative, entrepreneurial researchers who enjoy grappling with very difficult problems.
• 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
• Eagerness to work in a fast paced and growing business