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Quant jobs / Voleon

Member of Research Staff – Causal Inference, Voleon Securities

A causal inference research role at a new ML-led securities business. The person models market behaviour and microstructure using synthetic and live experiments.

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.

  • Apply causal methods to market microstructure data
  • Improve models of how the market responds to trades
  • Run synthetic and live trading experiments
  • Track the causal inference literature for new methods

What they ask for

Required

  • Causal inference and statistics background
  • Top-tier publication record
  • Strong mathematics
  • Production Python
  • PhD-level coursework

Preferred

  • PhD in a relevant field
Education
PhD-level coursework required; PhD in a relevant field preferred
Experience
Strong causal inference research record
Languages and tools
  • Python

How to prepare

  • Study causal inference methods such as instrumental variables and potential outcomes
  • Read about price impact and how to estimate it
  • Design a simple randomised experiment on simulated markets
  • Learn market microstructure basics

What to study

The Quantitative 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.

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