Quantitative Finance Expert - Derivatives

Mercor; San Francisco (CA); Hybrid; GBP 127,000 - 182,000; Part time

Job summary

Mercor is seeking a Quantitative Finance Expert to evaluate AI-generated responses to finance problems and contribute to model reasoning. The role requires strong quantitative modeling, derivatives pricing, and statistical analysis, with a focus on delivering rigorous feedback to improve model behavior.

This remote contract position involves collaboration with research teams, onboarding, and calibration sessions, with a commitment of 10-20 hours per week and an immediate start.

Qualifications

• 2+ years of experience in quantitative finance (hedge funds, quant trading, derivatives, risk or equity research).
• MS/PhD in Financial Engineering, Mathematics, Statistics, Physics or Economics.
• Proficiency in Python with NumPy/Pandas for modeling and analysis.
• Excellent written communication with high attention to detail.

Responsibilities

• Evaluate and compare AI-generated responses to finance problems to shape model reasoning.
• Analyze model outputs using quantitative modeling, derivatives pricing, and statistical analysis.
• Provide structured feedback to improve model behavior and outputs.
• Collaborate with research teams to ensure methodological soundness and quality.
• Participate in onboarding and specialty calibration sessions.

Skills

Quantitative finance experience

Python (NumPy/pandas)

Strong written communication

Education

MS/PhD in Financial Engineering/Mathematics/Statistics/Physics/Economics

Job description

About the job

Mercor connects elite creative and technical talent with leading AI research labs. Headquartered in San Francisco, our investors include Benchmark, General Catalyst, Peter Thiel, Adam D'Angelo, Larry Summers, and Jack Dorsey.

Position: Quantitative Finance Expert
Type: Contract
Compensation: $150/hour
Location: Remote
Commitment: 10-20 hours/week

Role Responsibilities

• Evaluate and compare AI-generated responses to finance problems to shape model reasoning.
• Analyze model outputs using quantitative modeling, derivatives pricing, and statistical analysis.
• Provide structured feedback to improve model behavior and outputs.
• Collaborate with research teams to ensure methodological soundness and quality.
• Participate in onboarding and specialty calibration sessions.

Qualifications

Must-Have

• 2+ years of experience in quantitative finance (hedge fund, quant trading, derivatives, risk, or equity research).
• Advanced degree (MS/PhD) in Financial Engineering, Mathematics, Statistics, Physics, or Economics.
• Proficiency in Python (NumPy/pandas) for modeling and analysis.
• Excellent written communication with high attention to detail.

Start Date

• Immediately; applications reviewed on a rolling basis.