Finance Domain Expert - AI Training & Evaluation

Weekday 1; California City (CA); Hybrid; USD 83,000 - 138,000; Full time

Job summary

Weekday 1 is seeking a senior finance domain expert to collaborate with an AI lab’s research and program management teams in the Bay Area. This hybrid role focuses on reviewing finance knowledge work tasks, writing instruction specs, and building benchmarks to ensure models reason correctly about real financial work.

The candidate should have substantial finance experience, a genuine specialization in at least one core area, and hands-on experience with large language models.

Qualifications

• 5+ years of substantive, dedicated finance experience at a recognized institution.
• Genuine specialization in at least one core finance discipline.
• Senior-level progression with ownership of analysis and decisions.
• Advanced degree and/or CFA/CPA/FRM; preferred.
• Hands-on use of large language models in professional work.
• Able to commit reliably to 40 hours per week for an initial engagement of 6 months.
• Living in the Bay Area, able to work on-site with the client’s team.

Responsibilities

• Vet the quality of finance knowledge work tasks and model outputs, spotting missing behaviors and flawed reasoning.
• Write instruction specs and golden datasets, define new finance tasks.
• Design challenging finance tasks and evaluation sets; build finance tools with the research team.
• Maintain consistent standards by calibrating against tacit financial judgment and explicit criteria.

Skills

Finance domain expertise

AI fluency

Written communication

Availability 40h/week

Education

MBA/MS/PhD in finance or quantitative field

CFA/CPA/FRM or actuarial designation

Tools

LLMs experience

Job description

This role is for one of our clients

Compensation: $60-$100 per hour

We are hiring a seniorfinance domain expertto work directly with a leading AI lab's research and program management teams, improving how frontier AI models reason about real financial work.

Your finance expertise is the substance of this role. You will review the quality of finance knowledge work tasks, write the instruction specs and golden solutions that define what "correct" looks like, and build the benchmarks that show whether the model is genuinely improving. We are looking for a practising specialist rather than a generalist.

Location:This is ahybridrole based in theBay Area, California. You must live in the Bay Area and work on-site with the client's team multiple days each week, when required. This is not a remote role. If you do not currently live in the Bay Area, you must be willing to relocate there at your own cost before the engagement starts — relocation assistance is not provided.

Requirements

Key Responsibilities

• Data QA and reviews:Vet the quality of finance knowledge work tasks and model outputs — spotting missing behaviors, thin reasoning, flawed assumptions, and answers that read well but would not survive professional scrutiny.
• Instruction specs and golden datasets:Write high-quality instruction specs, produce golden solutions to financial problems, and define new finance tasks that reflect how the work is actually done in practice.
• Benchmarks and domain depth:Design challenging finance tasks and evaluation sets, and help build finance-specific skills and tools together with the research team.
• Calibration:Work with client researchers and specialists in adjacent fields to keep standards consistent, translating tacit financial judgment into explicit, teachable criteria.

Core Qualifications

• Experience:5+ years of substantive, dedicated professional finance experience at a recognized institution — for example an investment bank, asset manager, private equity or credit fund, Big Four firm, a large corporate finance function, or a financial regulator. Generalist roles that only touch finance peripherally do not count.
• Domain depth:Genuine specialization in at least one core finance discipline, for example corporate finance and FP&A, investment banking and M&A, asset or wealth management, private equity or private credit, quantitative finance and risk management, treasury, or accounting and audit.
• Seniority:Clear progression to a senior individual-contributor or leadership level — for example Vice President, Director, Principal, Managing Director, Portfolio Manager, Controller, or CFO — with real ownership of analysis and decisions.
• Education and credentials:An advanced degree from a strong program (MBA, MS, or PhD in finance, economics, accounting, or a quantitative field) and/or a recognized professional credential such as CFA, CPA, FRM, or an actuarial designation. Strongly preferred.
• AI fluency:Hands-on working use of large language models in your professional work, and the judgment to tell a well-reasoned answer from a plausible-sounding wrong one.
• Availability:Able to commit reliably to 40 hours per week for an initial engagement of 6 months.
• Location:Living in the Bay Area, California, and able to work on-site with the client's team multiple days each week, when required. Candidates not currently based in the Bay Area must be willing to relocate there at their own cost; relocation assistance is not provided.
• Excellent written communication, and the ability to give precise, well-structured written feedback.