Write quantitative finance problems from your own signal, pricing or risk modelling work, with reference answers that show each step. Suits practising quants and quantitative researchers with hands-on modelling experience.
عن الوظيفة
AfterQuery builds the expert evaluation data that frontier AI labs use to measure and improve their models. We're hiring quantitative researchers and quant analysts as contractors to author and solve the analysis problems those evaluations run on, drawn from your own work: signal research, backtesting, derivatives pricing, risk models and time series. This role is for practicing quants with hands-on modeling experience. We're not looking for traders without a modeling role, software engineers or financial analysts focused on reporting. Fully remote and async, with no fixed hours.
Responsibilities:
- Author realistic quantitative finance problems drawn from your own work: signal research, backtesting, pricing and risk modeling
- Work each problem through to a reference answer, with the reasoning behind every step
- Catch the modeling mistakes that look reasonable but only a practitioner would spot
Required qualifications:
- Master's or PhD in mathematics, statistics, physics, financial engineering, economics or computer science
- 3+ years full time as a quantitative researcher, quant analyst or risk modeler (internships and school don't count)
- Hands-on experience with backtesting, pricing models, risk models or statistical time series
- Strong Python, R, C++ or MATLAB
- Able to commit at least 10 hours per week
المصدر الرسمي: experts.afterquery.com. قد تتغير التفاصيل؛ والكلمة الأخيرة لصفحة المنصة.هل في هذه الوظيفة خطأ؟ أخبرنا.
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