Staff Quantitative Researcher, Pricing

📋 Description

• New data signals: Identify new signals, from market sentiment to sports outcomes, and validate
• Market manipulation detection: Identify potential market manipulation and unusual activity, and
• Cross-market pricing: Design models for an inefficient market, where the same card can be mispriced
• Model selection and blending: Evaluate our pricing models and decide which to use, or how to blend
• Release and routing decisions: Decide when a new model version goes live and when to switch routing.
• The bets and the trade-offs: Set your own research priorities, work with Expert Pricers, data

🎯 Requirements

• A track record of building pricing or forecasting models in production, and familiarity with
• Depth in non-traditional or illiquid assets, such as collectibles, art, real estate, or alternative
• Experience combining multiple models or signals, through portfolio construction, forecast
• Market prediction with alternative data, including unstructured sources such as text and sentiment.
• Statistical rigor: experimental design, backtesting, and noisy or sparse data.
• Expert SQL and Python.

🎁 Benefits

• We cover 85% of your medical, dental, and vision, and up to 50% for dependents. HSA/FSA available
• Generous PTO that people actually take
• Parental leave at full salary
• $200/month wellness + $100/month home office stipend
• Free DoorDash Pass membership, because dinner shouldn't be a decision
• Remote-first (for most positions), with WeWork access when you want a room with other humans