Quantitative Researcher: GPU Compute Markets & Pricing

Hyperbolic Labs

San Francisco (CA)

On-site

USD 180,000 - 280,000

Full time

3 days ago

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Job summary

Hyperbolic Labs is seeking a Quantitative Researcher to own the pricing models behind its Open-Access AI Cloud marketplace. You will set dynamic GPU-type rates, hedge portfolios with derivatives and innovative instruments, and design options/futures structures for customers and suppliers.

Your work defines the methodology in an early, unmapped market. You will assess market directions, determine tradable instruments, and translate complex outputs for finance, engineering, and commercial teams.

Qualifications

5+ years in quantitative research or related trading roles.
Proven pricing or risk models that were traded, not just backtested.
Deep knowledge of derivatives pricing and hedging techniques.
Ability to build models using real-time supply, demand and inventory signals.
Strong Python programming skills with messy production data.

Responsibilities

Own the pricing models that set spot and term GPU rates across types and regions.
Hedge compute portfolio using derivatives and non-traditional instruments.
Design options and futures structures for customers and suppliers.
Be the market read on pricing directions and what to build next.
Define modeling methodology and defend it to stakeholders.