Quantitative Finance Researcher

Job Summary

To support advanced quantitative research initiatives, the full-time Quantitative Finance Researcher will build environments, evaluations, and agents for systematic decision-making, working remotely or from locations including San Francisco, London, or New York.

Key responsibilities

• Develop environments that simulate realistic market mechanics and operational constraints for quantitative research
• Design and implement evaluations and reward systems that accurately assess agent performance and avoid biases
• Manage production loops that ensure robust monitoring and failure attribution across models and data

Required qualifications

• Depth of knowledge in reinforcement learning, agents, or post-training systems
• Experience in systematic trading, market microstructure, or financial simulation is beneficial but not mandatory
• Hands-on experience in building and debugging model-training and evaluation systems
• Proficiency in Python and the ability to create reusable artifacts for research purposes
• Demonstrated ability to tackle ambiguous problems and maintain communication with stakeholders