Responsibilities
- Lead the design and development of features for use in supervised and unsupervised learning, drawing on a variety of econometric and financial concepts.
- Translate economic and financial model constructs into scalable, empirical signal definitions, using structured and unstructured data.
- Collaborate with data engineering teams to implement clean, robust pipelines for feature generation and version control across large securities universes.
- Shape the experimental framework for evaluating feature performance in predictive models.
- Establish and manage best practices for documenting construction logic, assumptions, and behavior of each feature under different economic and market conditions.
- Manage and coach the featuring engineering team, fostering a collaborative and results-driven environment.
- Align the team’s efforts with broader research and model development goals through strategic planning and cross-functional collaboration.
Requirements
- Demonstrable clarity of thought.
- Grit, in large quantities.
- 7+ years of experience in quantitative finance, signal research, or predictive modeling, including at least 2 years leading research teams or initiatives.
- Strong scientific programming skills in Python and/or R; experience with SQL or Spark is a plus.
- Deep understanding of financial markets, company fundamentals, econometrics, and financial-economic models.
- Extensive experience designing features for use in machine-learning pipelines or research environments (e.g., PyTorch, scikit-learn).
- Master's degree in a relevant quantitative field.
Preferred
- Ph.D. in a quantitative field.
- Experience managing globally distributed research or data-analysis teams.
- Familiarity with alternative data.
Top Skills
What We Do
Founded in 2007 by two machine learning scientists, The Voleon Group is a quantitative hedge fund headquartered in Berkeley, CA. We are committed to solving large-scale financial prediction problems with statistical machine learning.
The Voleon Group combines an academic research culture with an emphasis on scalable architectures to deliver technology at the forefront of investment management. Many of our employees hold doctorates in statistics, computer science, and mathematics, among other quantitative disciplines.
Voleon's CEO holds a Ph.D. in Computer Science from Stanford and previously founded and led a successful technology startup. Our Chief Investment Officer and Head of Research is Statistics faculty at UC Berkeley, where he earned his Ph.D. Voleon prides itself on cultivating an office environment that fosters creativity, collaboration, and open thinking. We are committed to excellence in all aspects of our research and operations, while maintaining a culture of intellectual curiosity and flexibility.
The Voleon Group is an Equal Opportunity employer. Applicants are considered without regard to race, color, religion, creed, national origin, age, sex, gender, marital status, sexual orientation and identity, genetic information, veteran status, citizenship, or any other factors prohibited by local, state, or federal law.