About the job
As a Member of Research Staff, you will work at the forefront of modern statistical machine learning. Your research colleagues 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 (see management bios https://voleon.com/management/, http://voleon.com/about/management-2/ 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.
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 investment 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
Qualifications
Minimum
Background in modern statistical methods and machine learning with a track record as an applied researcher
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 R preferred)
Ability to solve large-scale computing problems
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
Preferred
No preferred qualifications listed.