The work
You will turn problems from your quantitative finance practice into evaluation tasks for AI models. Day to day, that means defining realistic assumptions and inputs, solving each problem to a reference answer, documenting every reasoning step and identifying plausible modeling errors that a non-practitioner might miss.
What the screen assesses
AfterQuery screens for hands-on modeling depth rather than trading, software engineering or financial reporting experience alone. Expect follow-up on specific backtests, pricing models, risk models or statistical time-series work, including data choices, assumptions, validation methods and failure modes. Strong Python, R, C++ or MATLAB is required. Clear written English and experience explaining models step by step are preferred.
Background
Candidates must hold a Master's or PhD in mathematics, statistics, physics, financial engineering, economics or computer science, plus at least three years of full-time experience as a quantitative researcher, quant analyst or risk modeler. Internships and academic work do not count toward that threshold. Experience at a hedge fund, trading firm, bank or asset manager is preferred, as is work with market or credit risk models such as VaR, expected shortfall or PD/LGD.
Logistics
The contract is fully remote and async, with no fixed hours, but requires at least 10 hours per week. The listing says workload can scale up or down week to week and payment is made weekly via Stripe. Observed pay band, not a guarantee:
Pay band: $115/hr