Quantitative Researcher

About the role

Hyperbolic Labs is building the financial layer of its AI compute marketplace. As a Quantitative Researcher you will own the modeling of pricing and risk for GPU compute assets, creating spot and term rates, hedging strategies, and new derivative structures.

Key responsibilities

• Build pricing models that set spot and term rates dynamically across GPU types and regions.
• Design and implement hedging strategies for the compute portfolio using both conventional derivatives and non‑traditional instruments.
• Create options, futures, and other derivative structures to enable customers and suppliers to transfer compute risk.
• Monitor market trends, assess pricing direction, and advise on future product development.
• Define methodology for pricing in a nascent compute‑as‑a‑service market.

Required profile

• 5+ years of experience in quantitative research, trading, or structuring.
• Hands‑on experience building pricing or risk models that were actually traded.
• Deep fluency in derivatives pricing and hedging, including situations with no liquid market.
• Experience constructing hedges for physical or contracted assets using both standard and bespoke instruments.
• Ability to build dynamic pricing models from supply, demand, and inventory signals in near real‑time.
• Strong programming skills in Python and comfort working directly with messy production data.
• Capability to design new financial products from first principles, including contract design and settlement mechanics.
• Clear communicator who can defend models to finance, engineering, and commercial stakeholders.
• Comfortable operating with ambiguity and no established playbook for the asset class.

Required skills

• Python