The Role
Voleon is a technology company that applies state-of-the-art AI and machine learning techniques to real-world problems in finance. For more than a decade, we have led our industry and worked at the frontier of applying AI/ML to investment management. We have become a multibillion-dollar asset manager, and we have ambitious goals for the future.
As a Senior Software Engineer on our Simulation and Portfolio Engineering team, you will contribute to our simulator, which is used across the company to evaluate and back-test research ideas. This includes various efforts ranging from realizing the maximal performance of the backtesting framework, improving our ability to run thousands of backtests in parallel and at scale, and supporting/evaluating nascent research efforts. You will work with our Product Owner for Simulation Engineering to design, scope, and deliver large scale projects within the team. You will collaborate closely both with a diverse group of engineers across multiple teams, and with stakeholders on research teams to contribute to a backtesting platform that supports a diverse set of requirements and complex trading behaviors. Over time, you will help defining the team's technical roadmap towards achieving strategic-level engineering goals and participate in mentorship and development of other engineers on the team, and shaping our company's engineering culture.
Your Team
We look for brilliant people with a passion for solving problems through innovation and engineering fundamentals. You’ll work in a collaborative environment that encourages creative thinking and efficient implementation. We embrace experimentation. You’ll work alongside experienced engineers recruited from leading technology companies and selected from the sharpest minds at university programs. As one of the most research-adjacent teams in the company, you and your team will collaborate closely with top machine learning researchers.
Your colleagues will include internationally recognized experts in artificial intelligence and machine learning research as well as highly experienced finance and technology professionals. The people who shape our company come from other backgrounds, including concert music performances, humanitarian aid, opera singing, sports writing, and BMX racing. You will be part of a team that loves to succeed together.
In addition to our enriching and collegial working environment, we offer highly competitive compensation and benefits packages, technology talks by our experts, a beautiful modern office, daily catered lunches, and more.
Responsibilities
- Engage and collaborate in diverse software development work, ranging from algorithm development to working on data pipelines and building tooling for analyzing experiments.
- Accelerate the company's research efforts through the development of a reliable and performant backtesting framework code-base
- Lead company-spanning complex projects from start to finish, which includes gathering project requirements, translating them into a rational software design, reasoning effectively about supporting or dependent technologies, and communicating effectively with collaborators and teammates across the company
- Design enhancements to our backtesting framework, used to back-test research ideas across a global set of markets and asset classes (Python / C++)
- Build and optimize algorithms for improving the efficiency and reliability of our backtesting pipelines. (Python / C++)
- Develop and own tooling used to analyze trading performance (Python / R)
- Mentor and develop other engineers on the team, and share your practices and knowledge with the team and company
Requirements
- Computer Science degree, or equivalent experience
- 5+ years of software engineering experience building highly performant systems
- Proven track record of software design and implementation with focus on correctness, robustness, efficiency, and scale
- Hands-on experience developing in a Linux/UNIX environment
- Excellent communication and project management skills and a proven ability explain to complex ideas with clarity and simplicity
- Track record mentoring engineers and leading technical direction
- Familiarity with techniques and approaches from optimization, algorithms, and statistics.
- Experience with runtime profiling and performance optimization on large codebases. (Python / C++)
- Exposure to modern python data science tooling (pandas, polars, duckdb etc)
Preferred Qualifications
- Exposure to tooling for running automated workflows (e.g.: airflow, docker, kubernetes), and general HPC experience
- Experience with performance improvements using GPUs
The base salary range for this position is $225,000 to $255,000 in the location(s) of this posting. Individual salaries are determined through a variety of factors, including, but not limited to, education, experience, knowledge, skills, and geography. Base salary does not include other forms of total compensation such as bonus compensation and other benefits. Our benefits package includes medical, dental and vision coverage, life and AD&D insurance, 20 days of paid time off, 9 sick days, and a 401(k) plan with a company match.
“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 $15,000 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.
Equal Opportunity Employer
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.
Vaccination Requirement
The Voleon Group has implemented a policy requiring all employees who will be entering our worksite, including new hires, to be fully vaccinated with the COVID-19 vaccine. This policy also applies to remote employees, as such employees will be asked to visit our offices from time to time. To the extent permitted by applicable law, proof of vaccination will be required as a condition of employment. This policy is part of Voleon’s ongoing efforts to ensure the safety and well-being of our employees and community, and to support public health efforts.
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The Company
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.
