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 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.

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

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