Quantitative Research Expert
This role is for practicing quants with hands-on modeling experience.
Hiring companyAfterQuery Experts
About the role
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. 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.
Why Apply
- Work stays in your specialty and is judged on quantitative judgment, not volume.
- Set your own hours and scale up or down week to week.
- Weekly pay via Stripe.
- Your judgment shapes how the next generation of AI handles quantitative finance.
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 skills
- 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.
Preferred skills
- Experience at a hedge fund, trading firm, bank or asset manager.
- Experience with market or credit risk models such as VaR, expected shortfall or PD/LGD.
- Clear written English and comfort explaining a model step by step.
Schedule details
At least 10 hours per week.
Eligibility
Work arrangement: Fully remote
Compensation details
$115 per hour.
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