Levon Haykazyan

Levon Haykazyan is a quantitative researcher with a mathematics doctorate from the University of Oxford. He represented Armenia at the 2003 International Mathematical Olympiad (bronze medal) and studied Informatics and Applied Mathematics at Yerevan State University before taking an M.Sc. and D.Phil. in Mathematics at Oxford, followed by a postdoctoral position at the University of Waterloo. Since 2019 his roles have been in quantitative finance: Quantitative Developer at OxFORD Asset Management LLP (research and development in portfolio construction, 2019-2020), Quantitative Researcher at J.P. Morgan (algorithmic trading in credit and rates, 2020-2025), and Member of Research Staff at The Voleon Group (2025-). Employment details are profile-derived; employer classifications are confirmed by the employers' own sites.

Notes7

• Quant employment verification: CONFIRMED. An actual employment record — not a student program — is present across three quantitative-finance employers: OxFORD Asset Management LLP (quantitative developer, portfolio construction R&D, 2019-2020), J.P. Morgan (quantitative researcher, algorithmic trading in credit and rates, 2020-2025), and The Voleon Group (member of research staff, 2025-). Employer classification verified from the employers' own sites: Voleon (voleon.com) is a machine-learning investment manager; OxAM (oxam.com) is a systematic quantitative manager; J.P. Morgan is a bank. Employer nature confirmed independently; the specific roles/dates come from the LinkedIn profile (index/profile-derived, not an independent primary source). Identity is supported by the alignment of the IMO-2003 Armenia contestant with a Yerevan State University (Armenia) bachelor's starting in 2003, plus the Oxford doctorate.
• Employer classification: The Voleon Group (voleon.com) is a machine-learning-driven investment manager (hedge fund); role 'Member of Research Staff'. Role and dates from LinkedIn profile, not independently confirmed by a primary source.2025
• US patent 12682397 (grant): 'Method and system for dynamic request for quotation pricing using reinforcement learning and symbolic regression' filed 2024-02-01 — RFQ pricing for a financial instrument, indicating quantitative finance R&D work.Feb 1, 2024
• OxFORD Asset Management LLP (oxam.com) is a systematic/quantitative investment manager ('scientists, software engineers and mathematicians...to invest in global markets'); role 'Quantitative Developer', R&D in Portfolio Construction, 2019-2020. Employer classification from oxam.com; role from LinkedIn.2019
• J.P. Morgan role: 'Quantitative Researcher' (2020-2025), described on profile as 'Algorithmic Trading in Credit and Rates'. Profile-derived; date range from the profile, not corroborated elsewhere.
• D.Phil. in Mathematics, University of Oxford (2016); dissertation 'Aspects of nonelementary stability theory'. Academic identity confirmed via Mathematics Genealogy Project.2016
• B.Sc. in Informatics and Applied Mathematics, Yerevan State University (2003-2007) — the Armenia/Yerevan tie that aligns the IMO-2003 contestant with this profile; university start-year (2003) matches the Olympiad year.2003
• Career trajectory: academic model theory (Oxford DPhil, Waterloo postdoc) transitions into quantitative software/research; the OxAM->JPM->Voleon sequence (2019 onward) is exclusively quantitative finance. Sequence from profile roles.
• Co-authored 'Existentially Closed Exponential Fields' with Jonathan Kirby (arXiv 2018; published Israel Journal of Mathematics, Jan 2021), work in model theory / positive logic.Dec 19, 2018
• Bronze medal, IMO 2003, representing Armenia (rank 163, 15 points, problems 1 and 4 solved).2003
• Career before quant: Postdoctoral Researcher at University of Waterloo, plus software engineering roles at Element CXI (Senior Software Engineer) and Instigate Design (Software Engineer). Dates for these roles not stated in the profile.
• Listed as a Mathematics instructor at University of Waterloo (teaching record), consistent with the Waterloo postdoc.