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Expert Work · Project
Quantitative Research Expert
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 pric
PLATFORMAfterQuery
LOCATIONRemote · eligibility varies
PAY$115/hr
SCHEDULESee role requirements
LAST CHECKED3 Nov 2026
THE OPPORTUNITY
Put your skills to work.
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 pric
- Pay
- $115/hr
- Type
- Project engagement
- Work
- Remote
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. 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.
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 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
Preferred qualifications
- 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
Role details are copied from the AfterQuery listing and can change. Check the platform before you apply.
Relevant skills
A few things to check
- Location and experience requirements.
- Schedule, compensation, and assessment process.
- Current availability on AfterQuery.
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