Quantitative Finance Experts
This is not an open job
We are not filling a seat here. This listing collects experts in this field so we can reach out when a client project needs them. Adding your name puts you on that list — it does not start a hiring process, and there is no vacancy behind it.
What this pays
Rates are set by the client project, not by us, and we do not know them until a contract is in place. Work is paid hourly or per task depending on the engagement. We would rather tell you that than publish a figure we cannot stand behind.
About the Role
We are hiring Quantitative Finance Experts with backgrounds in derivatives pricing, stochastic calculus, risk modeling, and algorithmic trading. You will train AI on the mathematical and statistical foundations of modern finance, from Black-Scholes to Monte Carlo simulation to VaR. This specialized role is ideal for quants, financial engineers, and PhD finance researchers.
Requirements
- •PhD in Mathematics, Physics, Statistics, Financial Engineering, or Economics
- •Strong knowledge of stochastic calculus, derivatives pricing, and risk models
- •Programming proficiency in Python, R, or C++ for quantitative applications
- •Experience in sell-side quant roles, hedge funds, or academic finance research
- •Ability to explain advanced mathematical finance concepts clearly
Responsibilities
- •Generate training examples on derivatives pricing, stochastic processes, and risk
- •Review AI explanations of quantitative methods for mathematical correctness
- •Create training data on options, fixed income, and portfolio optimization
- •Annotate quant solutions with assumptions, limitations, and interpretations
- •Develop benchmark problems for AI quantitative finance reasoning
What the work looks like
- Rate set by the project, agreed before any work starts
- Remote with flexible scheduling
- High-impact specialized role
- Quant and financial engineer community
- Reliable, on-time direct-deposit pay
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