Member of Research Staff, Optimization
$250,000 per year
ApplyMember of Research Staff, Optimization
Posted yesterday
SENIORITY
Senior
SALARY
$250,000 per year
About the role
- Develop a rich understanding of Voleon’s challenges and methodologies and propose research innovations and experiments to build, maintain and improve the models that govern our investment strategy
- Design, implement, and improve large-scale constrained optimization methods that determine trading decisions under forecasts, risk, costs, liquidity, and operational constraints
- 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
- Background in one or more of numerical methods, optimization solvers, mathematical programming, convex or nonconvex optimization
- Expertise in stochastic control, and reinforcement learning
- 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 C++ preferred)
- Eagerness to work in collaborative and diverse teams
- Interest in financial applications is essential, but prior finance industry experience is not a pre-requisite
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
It's what we read first. Occupations, seniority and locations matter more than a long history.
Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.
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