Senior Member of Research Staff, Optimization
The Voleon Group, Berkeley, CA +2
The role
As a Senior Member of the Optimization Research Staff, you will work at the forefront of optimization modeling and research at Voleon. Your research colleagues have collectively published hundreds of academic articles in top-tier venues on machine learning, systems, and theory, and we meet regularly to stay current on the latest academic research and share ideas. Founded in 2007 by two leading scientists (see management bios https://voleon.com/management/), http://voleon.com/about/management-2/ Voleon supports a culture of curiosity, collegiality, and creativity.
Financial markets are noisy, high-dimensional, and subject to complex constraints, costs, and uncertainties. We have spent over a decade pioneering scientific advances in applying large-scale optimization techniques to this domain. Your work will focus on the models and optimization systems that help determine how Voleon trades in financial markets, taking into account our predictions and costs, and returns trade decisions in real time.