Jon McAuliffe

Jon McAuliffe is co-founder and Chief Investment Officer of Voleon, heading the firm's investment-strategy research and development. Jon is also Adjunct Professor of Statistics at the University of California, Berkeley. His research focuses on theory and methodology for large-scale data analysis.

Dr. McAuliffe has a substantial track record of successful innovation in applying statistical methods to real-life prediction problems, particularly in the financial markets. He was formerly a Vice President at D. E. Shaw & Co., where he researched, developed, and managed statistical arbitrage trading strategies. Prior to co-founding Voleon, Dr. McAuliffe built recommender systems at Amazon.com, real-time click prediction rules at search-keyword portfolio manager Efficient Frontier, and genotype-calling algorithms at microarray maker Affymetrix.

Dr. McAuliffe held a University of California Regents Fellowship from 2000 to 2004, and won the Berkeley Statistics Department's Erich Lehmann award for the outstanding dissertation in theoretical statistics. He is widely published and served on the editorial board of The Journal of Machine Learning Research. He has served on the senior program committee for NeurIPS and ICML, the flagship annual machine learning conferences. Dr. McAuliffe was chosen to be in "The Bloomberg 50: The People Who Changed Global Business in 2019."

Dr. McAuliffe earned his PhD in Statistics from the University of California, Berkeley. He also holds an AB in Computer Science, with honors, and an SM in Applied Mathematics, both from Harvard University.

Dr. McAuliffe's academic CV can be found here.