Quantitative Researcher

You bring deep markets expertise to a lab that's automating its own research. You work closely with our AI research engineers: designing strategies, defining what good looks like, and building the harness their agents run in, so your judgment becomes something a system can search over and improve on its own. The better you are at the craft, the more there is to teach the machine. WHAT YOU'D DO - Research and design alphas and trading strategies across assets and horizons - Build the features and market models the system searches over - Build the research harness the agents are judged in: objective functions, evaluation, risk, and what survives out of sample - Pair closely with the AI research engineers, turning your market judgment into agents that find strategies on their own YOU MIGHT BE A GOOD FIT IF - You have a strong quantitative background and have built strategies that traded real money (many of us have PhDs, but a track record matters more) - You think rigorously about overfitting, regimes, and why a backtest does or doesn't hold up - You're fluent in Python and comfortable in messy market data - You'd rather automate your own craft than guard it BONUS - Crypto or high-frequency data, execution, or portfolio construction - Background in statistics, ML, or time-series forecasting DETAILS - Stack: Python, pandas/NumPy, statistical and ML tooling, backtesting infra - Location: San Francisco (in-person) - Comp: $150K to $250K base, plus 0.25% to 0.75% equity