3+ years in quantitative trading with research focus
Bachelor's in science or quantitative discipline
Strong skills in Python, R, and SQL
Proficiency in basic statistics and real-world data analysis
Deep understanding of market microstructure
Strong communication skills for cross-team collaboration
Responsibilities
Measure and enhance algorithmic execution quality
Conduct research on various market topics and asset classes
Write production-level code and develop data pipelines
Collaborate with trading and R&D teams on strategy improvement
Share domain expertise in market microstructure
Manage relationships with brokers and trading partners
Benefits
Participation in the 'Friends of Voleon' referral program with potential for $7,500 reward
Opportunity to work at the intersection of trading and research
Engagement in diverse asset classes and trading strategies
Collaborative working environment with trading and R&D teams
Development of impactful market solutions through quantitative skills
Full Job Description
As a QTS, 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
"Friends of Voleon" Candidate Referral Program
If you have a great candidate in mind for this role and would like to have the potential to earn $7,500 if your referred candidate is successfully hired and employed by The Voleon Group, please use this form to submit your referral. For more details regarding eligibility, terms and conditions please make sure to review the Voleon Referral Bonus Program.
About The Voleon Group
The Voleon Group is a quantitative investment management firm that uses advanced mathematical and statistical techniques to identify and exploit market inefficiencies. The company was founded in 2007 by Michael Kharitonov and Jon McAuliffe and is based in San Francisco, California. Voleon's investment strategies are based on machine learning and artificial intelligence, and the company has a team of over 200 researchers and engineers working to develop and improve its algorithms. Voleon manages several funds, including a long/short equity fund and a futures fund, and has a strong track record of performance. The company is known for its rigorous approach to research and its commitment to transparency and ethical behavior.
