The role
Statistical machine learning research applied to systematic investment, in a group run closer to a research lab than a trading desk. Depth is valued over speed.
What the work involves
- Develop statistical learning methods for investment problems
- Design experiments that separate signal from noise
- Contribute to the shared research platform
- Review and strengthen colleagues' methodology
What firms look for
- PhD in statistics, machine learning, physics or a related field
- Publication or equivalent evidence of original research
- Strong programming, typically Python or C++
- Interest in messy, low-signal real-world data
- No finance background required
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to Voleon directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.