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Prime Intellect, Inc. seeks researchers to advance reinforcement learning, build agents, and develop post-training systems for quantitative finance and systematic decision-making.
You will work on environments, evaluations, and production loops integrating data, tools, and models to deliver robust research outcomes. The role emphasizes building reusable research code, collaborating with customers or partners, and contributing to open infrastructure and product capabilities in frontier AI
Prime Intellect is building the open superintelligence stack: the infrastructure frontier AI labs build internally, made available to every ambitious AI team.Our platform, Lab, unifies compute, environments, evaluations, secure sandboxes, high-performance training, and deployment into one full-stack system for post-training at frontier scale - from SFT and RL to tool use, agent workflows, and continuously improving production models. We are building open frontier AI: open-source models trained end to end for long-horizon tasks like autonomous research, and the full-stack platform our own research team uses to build them. The next generation of AI companies, enterprises, and research teams do not just need more GPUs. They need the ability to turn their own workflows, tools, data, and feedback loops into superintelligence they own.Prime Intellect has raised $150M in total funding from Founders Fund, Radical Ventures, NVIDIA, and exceptional AI, infrastructure, and enterprise operators — including Andrej Karpathy, Dwarkesh Patel, and leaders and founders from Ramp, Perplexity, Harvey, Mercor, Zapier, Datadog, Cognition, OpenAI, Thinking Machines, Together AI, SemiAnalysis, LangChain, Browserbase, Cloudflare, Sierra, Databricks, Airbnb, OpenRouter, Standard Intelligence, Fleet, Core Auto, and more. We are looking for people who want to build at the intersection of frontier research, real infrastructure, and go-to-market for a category that does not fully exist yet.
Quantitative finance is a demanding setting for agentic reinforcement learning: observations are noisy and non-stationary, actions have delayed and path-dependent consequences, naive objectives invite exploitation, and a convincing historical result can disappear under costs, constraints, or a new regime. You will build environments, evaluations, agents, and post-training methods for quantitative research and systematic decision‑making. We have active programs with quantitative funds and other finance teams. The work may span research agents, market and portfolio simulators, time‑series reasoning, execution, risk, and the production feedback loops that connect hypotheses to deployed systems.
We value publications, open‑source systems, benchmarks, and shipped products as evidence of exceptional work. Show us something difficult you built, what failed, and how the evidence changed your approach.