3+ years in quantitative trading with a focus on research
Bachelor's in scientific or quantitative field
Strong proficiency in Python, R, and SQL for production-level coding
Sound understanding of basic statistics for real-world data analysis
In-depth knowledge of market microstructure and a strong interest in markets
Excellent communication skills for presenting findings across teams
Responsibilities
Measure and enhance algorithmic execution quality across multiple asset classes
Conduct thorough market research and generate insightful reports for cross-team sharing
Develop and write high-quality code for new trading applications and data pipelines
Collaborate with trading and research teams to refine trading strategies
Provide in-depth market microstructure expertise to trading and R&D teams
Manage and maintain relationships with external brokers and trading partners
Benefits
Participate in the 'Friends of Voleon' referral program with potential rewards
Collaborative environment at the intersection of trading and research
Opportunity to work across a variety of asset classes and markets
Engage in high-impact research on trading strategies and execution
Chance to develop production-level code and innovative trading technologies
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.
