Quantitative Researcher
Core
Build pricing models for spot and term rates, hedge compute portfolios, and design options/futures structures for a GPU marketplace.
Role type
Quantitative Researcher (Financial Modeling & Structuring)
Builds
Dynamic pricing models, hedging strategies, and new financial product contracts for GPU compute.
Domain
Financial markets / GPU Compute Infrastructure
Deliverable
production ML models | product features
Required skills
Derivatives pricing and hedging, Dynamic pricing modeling, Python programming, Portfolio hedging, Contract design, Market analysis
Preferred skills
Commodities/energy market experience, Market making/structuring background, Illiquid market expertise, GPU/AI infrastructure knowledge, Crypto market experience
Technologies
Python
Responsibilities
Build pricing models for spot and term rates across GPU types and regions, Hedge compute portfolios using conventional and non-traditional instruments, Design options and futures structures for risk transfer, Analyze market trends to guide product development
Seniority
Mid-Senior, hands-on IC
