Remote Quantitative Finance Analyst

Turing•Chicago, IL
•Remote

About The Position

Turing is seeking quantitative finance professionals to work with researchers to improve AI model performance. The role applies expertise in quantitative modeling, statistical analysis, algorithmic strategy development, and financial engineering to evaluate and train AI systems. No prior AI experience is required. The work includes evaluating large language models on quantitative finance topics, creating rubrics to assess model capabilities, and collaborating with AI researchers and finance experts on training methods, evaluation strategies, and benchmarks. This is a fully remote, flexible freelance engagement of approximately 10–30 hours per week for about one month, with possible extension based on performance and project needs. Compensation is approximately $100 or more per hour, depending on experience.

Requirements

  • At least 2 years of experience in quantitative finance, such as quant trading, quant research, financial engineering, or risk modeling.
  • Strong grasp of stochastic calculus, statistical modeling, and derivatives pricing theory.
  • Proficiency in programming languages such as Python, R, or C++.
  • Excellent written English communication.

Nice To Haves

  • CFA, FRM, or CQF credential.
  • Ph.D. in a quantitative field.
  • MBA in Finance.

Responsibilities

  • Evaluate LLM models on quantitative finance topics such as stochastic modeling, derivatives pricing, statistical arbitrage, and risk quantification.
  • Create rubrics to assess model capabilities on tasks such as options pricing, Monte Carlo simulation, factor model construction, and backtesting methodologies.
  • Collaborate with AI researchers and fellow finance experts to shape training methods, evaluation strategies, and benchmarks.

Benefits

  • Fully remote and flexible work environment.
  • Competitive hourly compensation of approximately $100 or more, depending on experience.
  • Opportunity to work on the cutting edge of AI and finance.
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