Quantitative Trader, Voleon Securities

About the role

You will own the end to end execution of liquidity provision in securities markets through AI and machine learning driven strategies. You will operate at the intersection of real world market data and cutting edge research, translating complex signals into robust trading behavior. Your work will directly support the liquidity provision mandate of Voleon Securities while deepening the quantitative foundations established by our affiliated hedge fund team. You will be responsible for monitoring, analyzing, and improving automated systems that interact with diverse venues and asset classes. The role emphasizes ownership of production grade tools that measure and enhance trading performance. You will collaborate with internationally recognized AI and machine learning experts as well as seasoned finance and technology professionals. This position provides a structured path to develop deep expertise in market microstructure and electronic execution. You will spend significant time building and refining the data stacks that power the desk.

Key facts

What you'll do

Monitor automated execution and portfolio risk during U.S. market hours, and respond to alerts, exceptions, and incidents.

Track real-time developments across the credit, rates, and ETF markets we trade to identify emerging risks and opportunities.

Design and build data pipelines, dashboards, and analytics that measure execution quality, monitor data health, and surface abnormal production behavior.

Apply statistical analysis to production and research data to produce actionable insights into our trading, and automate the analyses worth monitoring over time.

Contribute to the codebase underlying automated trading operations, and build processes and technology that prevent errors and outages while increasing the desk's capacity.

Interface with clients, electronic trading venues, and clearing and financing counterparties to ensure smooth execution and settlement workflows.

Provide market and data expertise to research and strategy partners, helping them translate hypotheses into testable and measurable frameworks.

Help extend the desk into new asset classes and markets, such as equities and futures, by supporting the integration of new instruments and rules.

Obtain and maintain the FINRA licenses required for the role, including but not limited to Series 7 and Series 57.

Work in a hands on, quantitative role within a fast paced, start up environment where curiosity and rigor are highly valued.

Requirements

Demonstrated experience and passion for financial markets, with an ability to work in a high ownership, fast paced startup environment.

Proficiency, experience, and understanding of Python and SQL used for data analysis beyond purely utilizing gen AI tools.

Hands on experience working with complex datasets end to end, including curation, querying, aggregation, exploratory data analysis, and visualization.

A solid foundation in statistics, with the ability to frame and answer questions mathematically, identify patterns, and reason carefully about distributions, sample sizes, and uncertainty.

Comfort working in a Unix like environment, including the use of command line, shell, and git for version control.

Fluency with data libraries such as pandas or Polars and a plotting library, along with analytical data stores like DuckDB and Parquet.

Strong data visualization and communication skills, enabling you to turn an ambiguous question into a clear, well supported answer.

Attention to detail and clarity of thought, with rigor about cause and effect in decision making and analysis.

A bachelor's degree in a quantitative or scientific discipline such as statistics, data science, computer science, engineering, mathematics, economics, or a related field.

Institutional trading experience, preferably on a quantitatively driven desk, to ensure familiarity with professional trading workflows.

Nice to have

A master's degree in a quantitative or scientific discipline.

Experience trading fixed income or applied market microstructure knowledge.

Experience building data pipelines or production facing tooling, including ETL, workflow orchestration such as Airflow, CI/CD, and git practices.

Exposure to the FIX protocol or electronic trading systems.

Practical notes

The role is in office and follows U.S. market hours, with a shared on call rotation.

"FRIENDS OF VOLEON" CANDIDATE REFERRAL PROGRAM

If you have a great candidate in mind for this role and would like to have the potential to earn $7,500 if your referred candidate is successfully hired, please send your referral to careers@voleon.bio.