{"html":"<p>AfterQuery builds the expert evaluation data that frontier AI labs use to measure and improve their models. We&#39;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&#39;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.</p>\n<h3>Responsibilities</h3><ul><li>Author realistic quantitative finance problems drawn from your own work: signal research, backtesting, pricing and risk modeling</li><li>Work each problem through to a reference answer, with the reasoning behind every step</li><li>Catch the modeling mistakes that look reasonable but only a practitioner would spot</li></ul><h3>Requirements</h3><ul><li>Master&#39;s or PhD in mathematics, statistics, physics, financial engineering, economics or computer science</li><li>3+ years full time as a quantitative researcher, quant analyst or risk modeler (internships and school don&#39;t count)</li><li>Hands-on experience with backtesting, pricing models, risk models or statistical time series</li><li>Strong Python, R, C++ or MATLAB</li><li>Able to commit at least 10 hours per week</li></ul><h3>Preferred qualifications</h3><ul><li>Experience at a hedge fund, trading firm, bank or asset manager</li><li>Experience with market or credit risk models such as VaR, expected shortfall or PD/LGD</li><li>Clear written English and comfort explaining a model step by step</li></ul>"}