The work
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 the mistakes a trading desk or risk committee would catch.
Who it suits
- 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.
How it works
- Apply with your CV and the hours you can give. 5 to 15 hours a week suits most people; the work is remote and on your own schedule.
- We verify your credentials, licence or degree and your identity before any paid work. Every piece of work traces to a named, verified expert.
- A paid calibration task on the project's own guidelines comes first.
- You are paid at the rate on this page for every hour of work that passes review. Rates rise with the difficulty of the project and your track record.