Applied Researcher - Quantitative Finance

Highlights

• Build environments and agents for quantitative research and systematic trading.
• Work with quant funds on production loops connecting hypotheses to deployed systems.
• Build market simulators testing robust behavior across regimes and shocks.

What they offer

• Equity incentives
• Flexible work across San Francisco, New York, London, or remote
• Visa sponsorship and relocation support
• Professional development budget
• Team off-sites and conference attendance

Ideal candidate

Deep RL or agentic systems researcher who thrives in ambiguous, partner-facing work and wants to turn noisy financial workflows into robust, real-world agents.

Requirements

• Depth in RL, agents, or post-training systems and ability to become fluent in quantitative research
• Hands-on experience building and debugging model-training, post-training, agent, evaluation, or closely adjacent experimental loops
• Strong experimental judgment with meaningful baselines, careful trace inspection, and clear failure attribution
• Strong Python and ability to build artifacts that other researchers and engineers can run, inspect, and extend
• Comfort owning ambiguous problems and keeping partners and teammates current as you resolve them