Jon McAuliffe, CIO, Voleon
Jon McAuliffe is a co-founder of Voleon; as the Chief Investment Officer, he leads the firm’s trading strategy development. Dr. McAuliffe is an Adjunct Associate Professor of Statistics at the University of California, Berkeley; in 2009, he resigned from his faculty position in the Statistics Department at the University of Pennsylvania, Wharton School, from which he was on leave since 2007. Dr. McAuliffe’s research focuses on theory and methodology for large-scale data analysis. He received his Ph.D. in Statistics from the University of California, Berkeley, in 2005. Dr. McAuliffe holds an A.B. in Computer Science, with honors, and an S.M. in Applied Mathematics, both from Harvard University.
Dr. McAuliffe has a substantial track record of successful innovation in applying statistical methods to real-life prediction problems. The bulk of Dr. McAuliffe’s industry work has been focused on financial markets, and equity securities trading in particular. Dr. McAuliffe was formerly a VicePresident at D. E. Shaw & Co., where he researched, developed and managed statistical arbitrage trading strategies. His subsequent statistical research in industry has included work on recommender systems at Amazon.com; real-time click prediction at search-keyword portfolio manager Efficient Frontier; genotype-calling algorithms at microarray maker Affymetrix; and other assignments at leading hedge funds and elsewhere.
Dr. McAuliffe held a University of California Regents Fellowship from 2000 to 2004. He won the UC Berkeley Statistics department's Erich Lehmann award for the outstanding dissertation in theoretical statistics. Dr. McAuliffe’s research has been published in Science, The Proceedings of the National Academy of Sciences, The Journal of the American Statistical Association, The Annals of Statistics, and other scholarly publications. He serves on the editorial board of The Journal of Machine Learning Research and has been a senior program committee member for NIPS, the flagship annual machine learning conference. He is an inventor on several U.S. patents.