Senior Member of Research , Optimization

Senior Member Of The Optimization Research Staff

Voleon is a technology company that applies state-of-the-art AI and machine learning techniques to real-world problems in finance. For nearly two decades, we have led our industry and worked at the frontier of applying AI/ML to investment management. We have become a multibillion-dollar asset manager, and we have ambitious goals for the future. Your colleagues will include internationally recognized experts in artificial intelligence and machine learning research as well as highly experienced finance and technology professionals.

In addition to our enriching and collegial working environment, we offer highly competitive compensation and benefits packages, technology talks by our experts, a beautiful modern office, daily catered lunches, and more.

As a Senior Member of the Optimization Research Staff, you will work at the forefront of optimization modeling and research r 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, Voleon supports a culture of curiosity, collegiality, and creativity.

Financial markets are noisy, high-dimensional, and subject to complex constraints, costs, and uncertainties. We have spent over a decade pioneering scientific advances in applying large-scale optimization techniques to this domain. Your work will focus on the models and optimization systems that help determine how Voleon trades in financial markets, taking into account our predictions and costs, and returns trade decisions in real time.

We are interested in efficiently solving this optimization problem (algorithm development and production coding), as well as improving the problem formulations themelves to make better trading decisions. We also implement optimization models and algorithms in other areas of interest at the company.

Years of academic training has prepared you for this moment. You won't just conduct research, you'll apply it on a daily basis, working with a team across the entire life cycle of applied research problems. Your work will span from basic research to productizing solutions and validating their efficacy in live trading. This role is a means to make a difference: you will help direct billions of dollars in trades daily while making an enduring impact on our field.

*** Relocation and work visa eligibility for qualified candidates***

• Design, implement, and improve large-scale constrained optimization methods that determine trading decisions under forecasts, risk, costs, liquidity, and operational constraints
• Demonstrate strategic vision and perspective to oversee work that affects one or more complex systems and mission-critical areas
• Complete large scope, highly complex projects resulting in noteworthy improvements to product performance and risk management
• Develop a rich understanding of Voleon's domain and methodologies
• 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
• Build collaborative relationships cross-functionally and with key contacts outside own area of expertise, with the potential to serve as an external spokesperson for the organization
• Communicate and collaborate effectively with key stakeholders at each stage, facilitating meaningful discussions around complex issues and driving progress towards tangible outcomes
• Mentor other researchers and provide technical guidance, coaching, and feedback
• Keep up to date on the latest academic research to identify novel approaches to explore for application to our domain
• Contribute to Voleon's efforts to recruit exceptional talent

• 5-10+ years of related experience in numerical methods, optimization solvers, mathematical programming, convex &/or nonconvex optimization directing key research projects and mentoring colleagues
• Expertise in stochastic control, and…