Quantitative Finance Researchers at Handshake AI | Torre

Quantitative Finance Researchers

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Freelance
Recurrent
Compensation USD150/hour
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Remote (anywhere)
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Shared by
Gus García
20 days ago

Requirements and responsibilities


Handshake AI is seeking Quantitative Finance Researchers and Academics to contribute to AI research by evaluating AI-generated content and helping improve AI's understanding of quantitative finance, mathematical finance, risk modeling, and financial research methodologies.ResponsibilitiesCreate expert-level training data using your research expertise and academic knowledge.Review and evaluate AI-generated responses for technical accuracy and relevance.Apply expertise in quantitative finance, mathematical finance, risk modeling, and computational finance.Help improve AI systems through expert evaluation and feedback.Work independently in a fully remote, asynchronous environment.No prior AI evaluation experience is required.Eligibility RequirementsBachelor's, Master's, Ph.D., or Postdoctoral qualification.Master's or Ph.D. in Quantitative Finance, Mathematical Finance, Financial Engineering, or a closely related field.Familiarity with the Quantitative Finance (q-fin) repository on arXiv.Research experience or advanced coursework in one or more of the following areas: Computational Finance; Mathematical Finance; Portfolio Management; Risk Management; Statistical Finance; Trading and Market Microstructure.Strong written communication skills, attention to detail, and the ability to work independently in a remote, asynchronous environment.Work AuthorizationApplicants with F-1 Student Visa status who are eligible for Curricular Practical Training (CPT) or Optional Practical Training (OPT) may be eligible to participate, subject to their school's requirements.If your school requires a CPT course, this opportunity may not satisfy your institution's CPT requirements.STEM Optional Practical Training (STEM OPT) is not supported for this opportunity.Please apply only if you meet all of the above eligibility requirements.