Quantitative Researcher — Compute Market Pricing

Hyperbolic; San Francisco, Northern (CA, KY); Hybrid; USD 180,000 - 240,000; Full time

Job summary

Hyperbolic Labs seeks a Quantitative Researcher to own the pricing models for its Open-Access AI Cloud marketplace. You will design pricing, hedge compute risk, and craft option/futures structures to monetize GPU hours across regions.

You’ll work with production data to build models that adapt in near real time, and articulate insights to finance, engineering, and product teams. The role emphasizes originality, ambiguity tolerance, and a hands-on approach to building market-ready solutions in a

Qualifications

• 5+ years in quantitative research, trading, or structuring.
• Experience building pricing or risk models that were actually traded.
• Fluency in derivatives pricing and hedging.
• Experience constructing hedges for a portfolio of assets.
• Dynamic pricing models using supply, demand and inventory signals.

Responsibilities

• Own the pricing models behind the compute marketplace.
• Design options and futures structures to transfer compute risk.
• Hedge our compute portfolio using derivatives and non-standard instruments.
• Define methodology and translate output to decisions for teams.
• Work with production data and communicate with stakeholders.

Skills

Quantitative research

Derivatives pricing

Hedging

Pricing in real-time

Communication with stakeholders

Education

Advanced degree in a quantitative field

Tools

Python

Job description

Hyperbolic Labs seeks a Quantitative Researcher to own the pricing models for its Open-Access AI Cloud marketplace. You will design pricing, hedge compute risk, and craft option/futures structures to monetize GPU hours across regions.

You’ll work with production data to build models that adapt in near real time, and articulate insights to finance, engineering, and product teams. The role emphasizes originality, ambiguity tolerance, and a hands-on approach to building market-ready solutions in a