full-time
Quantitative Researcher
Hyperbolic
- Employer
- Hyperbolic
- Location
- San Francisco
- Working pattern
- on-site
About the role
Develop pricing models for spot and term GPU compute rates across GPU types and regions, and hedge the compute portfolio using conventional derivatives and non-traditional instruments. Design options and futures products for transferring compute risk, and provide market analysis to guide pricing and product development. Requires at least five years of quantitative research, trading, or structuring experience, including hands-on pricing or risk models used in live trading, strong derivatives and hedging expertise, and dynamic pricing experience. Candidates should be proficient in Python, able to structure financial products from first principles, and communicate model results clearly while working with ambiguity and incomplete data.