Finance Expert - Quantitative Trading

xAI xAI · AI Frontier · Remote · Financial

This role focuses on providing expert input, annotations, and evaluations for AI systems, specifically within quantitative trading domains. The individual will help train and refine AI models by teaching them quantitative trading reasoning, modeling markets, evaluating signals, and managing risk. This involves generating high-quality data (text, voice, video), writing annotations, critiquing model outputs, and recording audio explanations, all essential for advancing AI in scientific discovery and real-world reasoning.

What you'd actually do

  1. Use proprietary annotation and evaluation software to provide precise labels, rankings, critiques, and detailed solutions on assigned projects
  2. Deliver consistently high-quality, curated data that meets strict technical and scientific standards
  3. Collaborate with engineers and researchers to support the creation and iteration of new training tasks and evaluation benchmarks
  4. Provide feedback that helps improve the usability, efficiency, and precision of annotation and data-collection tools
  5. Select and solve complex problems from quantitative trading domains where you have deep expertise — examples include:

Skills

Required

  • Master's or PhD in a strongly quantitative field (Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Computer Science (with finance focus), Physics, Operations Research, Econometrics, or closely related discipline or equivalent professional experience as a quantitative researcher / systematic trader)
  • Excellent written and verbal communication in professional English (both technical and explanatory styles)
  • Deep familiarity with financial data sources and platforms (Bloomberg, Refinitiv, FactSet, Capital IQ, SEC EDGAR, CRSP/Compustat, TAQ, earnings transcripts & call databases, alternative data providers, etc.)
  • Exceptional analytical reasoning, attention to detail, and ability to make sound judgments with incomplete information
  • Genuine passion for quantitative methods, systematic trading, machine learning in finance, and frontier AI technology

Nice to have

  • Professional experience in quantitative trading, systematic strategies, or quant research at a hedge fund, prop trading firm, asset manager, or investment bank
  • Track record of publication(s) in refereed journals/conferences in finance, econometrics, machine learning, or related fields
  • Prior teaching, mentoring, or tutorial experience (university level or industry training)
  • Working proficiency in Python (pandas, NumPy, SciPy, scikit-learn, PyTorch/TensorFlow, statsmodels, polars, etc.) and/or R for financial modeling and data analysis
  • Familiarity with backtesting frameworks, vectorized computation, and handling large financial datasets
  • CFA, FRM, CQF, CAIA or similar professional designations
  • Experience with high-frequency data, execution algorithms, or market microstructure research
  • Previous work involving large language models, reinforcement learning, or AI evaluation pipelines

What the JD emphasized

  • quantitative trading domains
  • high-quality annotations
  • expert input
  • quantitative reasoning
  • frontier AI models
  • model training
  • model evaluation
  • data-generation activities
  • labeling
  • annotation
  • evaluation
  • expert reasoning services
  • quantitative trading
  • systematic trading
  • machine learning in finance
  • AI evaluation pipelines

Other signals

  • training AI models
  • quantitative trading domains
  • expert input for AI refinement