Quantitative Researcher — AI Evaluation

Create quantitative-finance exercises for IXO using practical modeling experience. Supply reference solutions that test whether AI can make sound decisions about signals, pricing and financial risk.

What you will do

• Develop realistic questions involving trading signals, backtests, pricing, risk models or financial time series.
• Produce worked answers that explain the assumptions, method and reasoning behind each result.
• Identify modeling errors that can be missed when an answer looks superficially convincing.

Required background

• A master’s or doctorate in mathematics, statistics, physics, financial engineering, economics or computer science.
• Three or more years of full-time practice in quantitative research, quantitative analysis or risk modeling; internships and education are excluded.
• Hands‑on experience with backtesting, pricing or risk models, or statistical time‑series analysis.
• Strong capability in Python, R, C+ or MATLAB.
• Availability for at least 10 hours per week.

Preferred background

• Experience at a hedge fund, trading firm, bank or asset manager.
• Familiarity with market or credit-risk approaches including value at risk, expected shortfall or probability‑of‑default/loss‑given‑default modeling.
• Clear written English and confidence explaining a model step by step.

Location and eligibility

A modeling role is necessary. Trading without model development, software engineering alone or reporting-focused financial analysis does not meet the intended profile.

Availability

Remote, asynchronous work with at least 10 hours available each week. Arrange your own working times; agree the volume of work before starting.

Pay and engagement

$121/hour Amounts are in USD. Your hourly rate and scope are agreed before work begins.