New: RL environments scored against human competitors →

Quantitative Researcher

You will design the tasks that separate a factor with predictive power from a factor that only looked good on the sample it was fitted to.

What we are looking for

Hedge fund or bank quant, PhD preferred

  • Research track record — Current or former quant researcher at a fund, bank, or market maker
  • Overfitting instinct — You can tell a discovery from a fit in someone else’s backtest
  • Statistical rigour — Comfort with out-of-sample design, decay, and multiple-testing correction
  • Clarity — Ability to state why a result should not be trusted

Work you might do

  • Designing factor-mining tasks with honest holdout structure
  • Reviewing model-generated research for silent lookahead and survivorship
  • Defining what a real out-of-sample decay curve should look like
  • Building degenerate strategies that beat a naive baseline without discovering anything

How it works

Apply now, or join the list.

  1. 01

    Apply or join the waitlist

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  2. 02

    Get invited when your world opens

    We invite experts in waves, as environments in each field go live.

  3. 03

    Define what correct means

    Paid, remote contract work: set the rules agents are graded against and review their runs.

Not ready to apply? Join the expert waitlist and we will write when a world in your field opens.

Paid, remote, contract work. Top rates from $40 to $300 an hour, by role.