Quantitative Researcher — AI Evaluation
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Create quantitative-finance exercises for IXO using practical modeling experience. Supply reference solutions that test whether AI can make sound decisions about signals, pricing and financial risk.
Si vous pensez correspondre à l'opportunité suivante, postulez après avoir lu la description complète.
What you will do
- Develop realistic questions involving trading signals, backtests, pricing, risk models or financial time series.
- Produce worked answers that explain the assumptions, method and reasoning behind each result.
- Identify modeling errors that can be missed when an answer looks superficially convincing.
- A master’s or doctorate in mathematics, statistics, physics, financial engineering, economics or computer science.
- Three or more years of full-time practice in quantitative research, quantitative analysis or risk modeling; internships and education are excluded.
- Hands‑on experience with backtesting, pricing or risk models, or statistical time‑series analysis.
- Strong capability in Python, R, C+ or MATLAB.
- Availability for at least 10 hours per week.
- Experience at a hedge fund, trading firm, bank or asset manager.
- Familiarity with market or credit-risk approaches including value at risk, expected shortfall or probability‑of‑default/loss‑given‑default modeling.
- Clear written English and confidence explaining a model step by step.
A modeling role is necessary. Trading without model development, software engineering alone or reporting-focused financial analysis does not meet the intended profile.
AvailabilityRemote, asynchronous work with at least 10 hours available each week. Arrange your own working times; agree the volume of work before starting. xwjxdcb
Pay and engagement$121/hour Amounts are in USD. Your hourly rate and scope are agreed before work begins.
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