Quant jobs / Voleon

Member of Research Staff

A research role at a machine-learning-driven hedge fund, building predictive models for markets and portfolio construction. It sits in the core research group alongside software engineers who help take models into production.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Test new datasets to see whether they have predictive value
Build and validate return-prediction models, then help move them into production
Design experiments to improve simulations and judge models in live trading
Read recent ML papers and prototype promising ideas on firm data

What they ask for

Required

Modern statistical methods and machine learning
Track record as an applied researcher
Strong mathematical ability
Production-quality Python or R
Large-scale computing problems
PhD-level coursework

Preferred

PhD in a relevant field
Publication or competition record

Education: PhD-level coursework required; PhD in a relevant field preferred
Experience: Applied research background; finance experience not required
Languages and tools: Python
R

How to prepare

Work through noisy-data ML problems: regularisation, cross-validation and out-of-sample testing
Rebuild a simple return-prediction pipeline on public price data and test it honestly
Revise statistics, linear algebra and optimisation to graduate level
Practise writing clean, tested Python for research code

What to study

The NLP and ML Quant Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Voleon’s site before applying: requirements, location and pay can change after we check them.

View the posting on Voleon’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Voleon and doesn’t handle applications.