Quant jobs / Voleon

Member of Research Staff – Voleon Securities

A research role at a newly formed liquidity-provision business within a machine-learning-driven investment group. You would build predictive and portfolio models and take them into live trading.

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.

Prepare and test new datasets for predictive value
Build and validate ML models for market prediction and optimisation
Design experiments and improve simulations of live trading
Move models into production Python code
Follow academic research for ideas to test

What they ask for

Required

Modern statistics and machine learning
Applied research track record
Strong maths
Production-quality Python
Large-scale computing
PhD-level coursework

Preferred

Optimal control, deep RL, deep learning or causal inference
Building liquidity-providing strategies
PhD in a relevant field

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

How to prepare

Build an ML prediction model on noisy financial data with careful out-of-sample tests
Study stochastic control applied to market making
Learn deep reinforcement learning basics on a trading simulator
Practise writing clean, production-style Python for research

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.