full-time
Quantitative Researcher
Hyperbolic Labs
- Employer
- Hyperbolic Labs
- Location
- San Francisco
- Working pattern
- on-site
About the role
You will own the modeling for the financial layer of the GPU marketplace, including building dynamic pricing models and hedging the compute portfolio. Additionally, you will design new financial products and serve as the market expert to guide future development. Candidates must have 5+ years of experience in quantitative research, trading, or structuring with deep fluency in derivatives and hedging. Strong programming skills in Python and the ability to operate with ambiguity in nascent markets are essential.