Quantitative Trading Strategist

Voleon is a technology company that applies state-of-the-art machine learning techniques to real-world problems in finance. For more than 15 years, we have led our industry and worked at the frontier of applying machine learning to investment management. We have become a multi-billion-dollar asset manager, and we have ambitious goals for the future. Your colleagues will include internationally recognized experts in machine learning research as well as highly experienced finance and technology professionals. You will be working with strategies that are at the forefront of machine learning and statistical trading. The strategies have been carefully designed to generate non-correlated returns. Our firm and its strategies are the product of many years of meticulous research and craftsmanship, and you will lead the way in stewarding them for the future. In addition to our enriching and collegial working environment, we offer highly competitive compensation and benefits packages, unparalleled access to our experts and founders, and more.

As a Quantitative Trading Strategist, you will use deep markets knowledge alongside quantitative skills to improve the implementation of systematic trading strategies. Domains include improving algorithmic execution, securities lending, and portfolio financing across a variety of asset classes and markets. You will work at the intersection of trading and research on problems that require market domain expertise but also statistical and quantitative rigor.

Responsibilities:

• Measure and improve algorithmic execution quality across asset classes
• Conduct high quality research across a variety of market related topics and asset classes. Create relevant reports and present findings across teams
• Write high-quality production level code. Design and develop new packages, data pipelines and production trading applications
• Collaborate with trading and RnD team members to improve our trading strategies
• Provide domain expertise in market microstructure across asset classes to other members of trading and RnD
• Manage relationships with external brokers and trading partners

Requirements:

• 3+ years of experience in a quantitative trading environment with an emphasis on quantitative research
• Bachelor’s degree in a scientific or quantitative discipline
• Highly capable in python, R, and SQL; with the ability to write production level code and develop across teams
• Proficient in basic statistics with an ability to apply valid statistical methods to judge outcomes from real-world data
• Comprehensive understanding of market micro-structure and a passion for markets
• Ability to effectively communicate across teams and present research findings in a clear and concise manner