Quant Researcher - Compute Markets
Core
Build and own the pricing framework for forward, structured, and credit-linked transactions on compute capacity, including forward curve construction for an asset with no observable forward market.
Role type
Quantitative Researcher (Compute Markets)
Builds
Pricing models and valuation frameworks for a new asset class (compute capacity)
Domain
Financial markets, Commodities, Energy, Compute/Semiconductor markets
Deliverable
production ML models | product features
Required skills
Python, Monte Carlo methods, uncertainty quantification, financial mathematics, operations research, statistics, physics, economics, structural modeling from first principles
Preferred skills
Prior work on commodities, energy, freight, weather, insurance-linked, or physically-grounded markets
Responsibilities
Build pricing framework for forward and structured transactions, produce reservation bids and offers, own valuation model for institutional due diligence, collaborate with trading and risk on transaction structure
Seniority
Mid-Senior, hands-on IC
