Senior Member of Research Staff, Voleon Securities
Core
Develop and apply advanced statistical machine learning models for financial market prediction and portfolio optimization to govern trading strategies.
Role type
Senior applied research scientist (financial ML)
Builds
Predictive models and portfolio optimization strategies for live trading
Domain
Financial markets / Quantitative finance / Machine Learning
Deliverable
production ML models
Required skills
Optimal stochastic control, Deep Reinforcement Learning, Deep Learning, Causal inference, Statistical machine learning, Python, R, Large-scale computing, Mathematical modeling
Preferred skills
Ph.D. degree, Optimal control, Deep RL, Deep learning, Causal inference
Technologies
Python, R
Responsibilities
Propose research innovations to build, maintain, and optimize trading strategy models; Prepare and analyze new datasets to assess predictive efficacy; Develop, validate, and implement new models into production; Design and conduct experiments to evaluate model success in live trading; Mentor other researchers and provide technical guidance; Keep up to date on latest academic research for application to trading
Seniority
Senior, hands-on IC with mentorship