We are hiring quantitative analysts and researchers as contractors to review, create, and rank quantitative finance content that teaches AI models how real quant work is done.
You will evaluate AI-generated derivatives pricing, time-series analysis, portfolio construction, and risk modeling for technical rigor, and create expert demonstrations drawn from your own practice. The work is paid hourly, fully remote, and fully async - you choose when and how much you work.
Why Apply
Fully remote and async - work on your own schedule.
Top-of-market hourly pay for quantitative expertise.
Shape how frontier AI models reason about markets.
Responsibilities
Evaluate AI-generated quantitative analysis for mathematical rigor.
Create expert demonstrations of pricing, portfolio, and risk modeling workflows.
Rank and label model responses against quantitative best practices.
Required skills
Fluency with Python, R, or C++ for quantitative work.
Preferred skills
Buy-side or sell-side experience (hedge fund, prop trading, bank).
CFA charter or FRM certification.
Published research or open-source quantitative work.
Experience and education
Advanced degree in mathematics, statistics, physics, CS, or quantitative finance, or equivalent experience.
2+ years in quantitative research, trading, or risk modeling.
Thriveth makes AI data-training work easier to find, understand, and navigate. We replace uncertainty with clear opportunities, realistic expectations, and insights from real application journeys.
Hiring companyAfterQuery Experts
