Member of Research Staff, Causal Inference, Voleon Securities

The Voleon Group • New York City, NY

7d

About The Position

Voleon Securities, a new business within the Voleon Group, provides liquidity in securities markets by applying state-of-the-art AI/ML techniques to construct liquidity-provision strategies. Building on the success of its affiliate Voleon Capital Management, Voleon Securities is seeking an experienced and creative causal inference researcher to join its ML research group. The role requires a strong theoretical foundation and practical experience in causal inference, with a focus on developing new methods beyond the academic state-of-the-art for challenging financial applications. This is an opportunity to be part of a modern securities business at the forefront of AI/ML and statistics, collaborating with leading experts in AI/ML, finance, and technology. Researchers will work on financial market prediction and portfolio optimization, utilizing complex datasets and applying machine learning techniques to address the inherent noise and unique assumptions of financial markets. The role involves the entire lifecycle of applied research, from basic research to productization and validation in live trading.

Requirements

• Ph.D. level coursework is required, and a Ph.D. degree in a relevant field is preferred
• Background in causal inference and statistics with a strong track record of publishing causal inference papers in top tier journals and conferences
• 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)
• Eagerness to work in a fast paced and growing business
• Interest in financial applications is essential, but prior finance industry experience is not a pre-requisite

Responsibilities

• Develop a rich understanding of Voleon’s challenges and methodologies and propose causal inference research innovations and experiments to build, maintain and optimize models of the market
• Prepare and analyze new market datasets to gain insight into market microstructure
• Develop, validate, and implement improvements to our models of the market
• Design and conduct synthetic and live trading experiments to sharpen understanding of market behavior
• 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 causal inference academic research to identify novel approaches to explore for application to our domain

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: Ph.D. or professional degree