Remote Quant Researcher — Derivatives & Risk (Python/C++)

Humxn; United States; Remoto; USD 241.000 - 379.000; Tempo pieno

Descrizione del lavoro

Humxn is seeking experts to research and solve advanced problems in derivatives pricing, stochastic calculus, and risk analytics. Flexible, remote engagement 5 to 15 hours per week, with payment per hour and performance-driven increases.

Credentials verified via Stripe-like processes ensure integrity and security of work traced to a named expert. Applicants must have a PhD in quantitative fields and be fluent in Python or C++, with deep understanding of the mathematics behind the models.

Competenze

• PhD in mathematics, physics, statistics, economics or financial engineering, with time on a trading desk, in a risk function or at a quantitative fund.
• Fluent in Python or C++ and in the mathematics behind the models.

Mansioni

• Author research-level problems and solutions in derivatives pricing, stochastic calculus, portfolio construction, risk measurement and market microstructure.
• Grade model attempts line by line; review model-generated quantitative analysis and code for mistakes a trading desk or risk committee would catch.

Conoscenze

PhD required

Python or C++

Formazione

PhD in quantitative fields

Strumenti

Python

C++

Descrizione del lavoro

Humxn is seeking experts to research and solve advanced problems in derivatives pricing, stochastic calculus, and risk analytics. Flexible, remote engagement 5 to 15 hours per week, with payment per hour and performance-driven increases.

Credentials verified via Stripe-like processes ensure integrity and security of work traced to a named expert. Applicants must have a PhD in quantitative fields and be fluent in Python or C++, with deep understanding of the mathematics behind the models.