Responsibilities
- Use proprietary software applications to provide input/labels on defined projects.
- Support and ensure the delivery of high-quality curated data.
- Play a pivotal role in supporting and contributing to the training of new tasks, working closely with the technical staff to ensure the successful development and implementation of cutting-edge initiatives/technologies.
- Interact with the technical staff to help improve the design of efficient annotation tools.
- Choose problems from quantitative finance fields that align with your expertise, focusing on areas like portfolio optimization, derivatives pricing, or high-frequency trading backtests, providing rigorous solutions and model critiques where you can confidently provide detailed solutions and evaluate model responses.
- Regularly interpret, analyze, and execute tasks based on given instructions.
Key Qualifications
- Must possess a Master’s or PhD in a quantitative finance-related field (Quantitative Finance, Financial Engineering, Financial Mathematics, Applied Mathematics, Statistics, Economics with quantitative focus, or related disciplines) or equivalent professional experience as a quantitative trader or analyst.
- Proficiency in reading and writing, both in informal and professional English.
- Strong ability to navigate various financial information resources, databases, and online resources (e.g., Bloomberg, Reuters, SEC filings).
- Outstanding communication, interpersonal, analytical, and organizational capabilities.
- Solid reading comprehension skills combined with the capacity to exercise autonomous judgment even when presented with limited data/material.
- Strong passion for and commitment to technological advancements and innovation in quantitative finance.
Preferred Qualifications
- Professional experience as a quantitative trader or analyst.
- Possesses experience with at least one publication in a reputable finance or economics journal or outlet.
- Teaching experience as a professor
- Familiarity with Python/R for financial scripting or ML libraries (e.g., QuantLib)
- FRM (Financial Risk Manager)
- CQF (Certificate in Quantitative Finance)
- PRM (Professional Risk Manager)
- CAIA (Chartered Alternative Investment Analyst)
- CFA (Chartered Financial Analyst)
Location & Other Expectations
- This position is based in Palo Alto, CA, or fully remote.
- The Palo Alto option is an in-office role requiring 5 days per week; remote positions require strong self-motivation.
- If you are based in the US, please note we are unable to hire in the states of Wyoming and Illinois at this time.
- We are unable to provide visa sponsorship.
- Team members are expected to work from 9:00am – 5:30pm PST for the first two weeks of training and 9:00am – 5:30pm in their own timezone thereafter.
- For those who will be working from a personal device, please note your computer must be a Chromebook, Mac with MacOS 11.0 or later, or Windows 10 or later.
- You must own and have reliable access to a smartphone.