Quantitative Researcher — AI Evaluation

IXO Inc.; France; Remote; EUR 135.000 - 160.000; Vollzeit

Zusammenfassung

IXO Inc. seeks a quantitative finance specialist to create realistic exercises with practical modeling experience, including signals, pricing and risk. You will develop questions, backtests and risk models, and provide worked solutions that justify decisions.

The role is remote with at least 10 hours per week. Candidates should hold a master’s or PhD in a quantitative field with hands-on experience in quantitative research, backtesting and time-series analysis, and be proficient in Python, R,

Qualifikationen

• Master’s or doctorate in a quantitative field.
• 3+ years of full-time practice in quantitative research, quantitative analysis or risk modeling.

Aufgaben

• Develop realistic questions involving trading signals, backtests, pricing, risk models or financial time series.
• Produce worked answers that explain the assumptions, method and reasoning behind each result.
• Identify modeling errors that can be missed when an answer looks superficially convincing.

Kenntnisse

Statistical time-series analysis

Model development

Ausbildung

Master’s or PhD in Mathematics, Statistics, Physics, Financial Engineering, Economics or Computer Science

Tools

Python

R

C++

MATLAB

Jobbeschreibung

Create quantitative-finance exercises for IXO using practical modeling experience. Supply reference solutions that test whether AI can make sound decisions about signals, pricing and financial risk.

What you will do

• Develop realistic questions involving trading signals, backtests, pricing, risk models or financial time series.
• Produce worked answers that explain the assumptions, method and reasoning behind each result.
• Identify modeling errors that can be missed when an answer looks superficially convincing.

Required background

• A master’s or doctorate in mathematics, statistics, physics, financial engineering, economics or computer science.
• Three or more years of full-time practice in quantitative research, quantitative analysis or risk modeling; internships and education are excluded.
• Hands‑on experience with backtesting, pricing or risk models, or statistical time‑series analysis.
• Strong capability in Python, R, C+ or MATLAB.
• Availability for at least 10 hours per week.

Preferred background

• Experience at a hedge fund, trading firm, bank or asset manager.
• Familiarity with market or credit-risk approaches including value at risk, expected shortfall or probability‑of‑default/loss‑given‑default modeling.
• Clear written English and confidence explaining a model step by step.

Location and eligibility

A modeling role is necessary. Trading without model development, software engineering alone or reporting-focused financial analysis does not meet the intended profile.

Availability

Remote, asynchronous work with at least 10 hours available each week. Arrange your own working times; agree the volume of work before starting.

Pay and engagement

$121/hour Amounts are in USD. Your hourly rate and scope are agreed before work begins.