Hyperbolic
Quantitative Researcher
San Francisco, CA · Full-time · Posted Sep 9, 2026
- Experience
- 5+ years in quantitative research, trading, or structuring.
- Education
- Advanced degree in a quantitative field, or equivalent demonstrated depth.
About the job
Own the financial modeling for Hyperbolic’s compute marketplace, including dynamic pricing, portfolio hedging, and new derivatives and contract structures for GPU compute.
What you'll do
- Build dynamic spot and term pricing models across GPU types and regions.
- Hedge the compute portfolio using conventional derivatives and non-standard instruments.
- Design options and futures structures, and advise on market pricing and product opportunities.
What they ask for
- Hands-on experience building pricing or risk models used for trading.
- Deep knowledge of derivatives pricing and hedging, including options, futures, and forwards.
- Experience hedging physical or contracted asset portfolios and setting dynamic prices from supply, demand, and inventory signals.
- Strong Python skills and ability to work with messy production data.
Nice to have
- Experience in commodities, power, or energy markets; market making, systematic trading, or structuring; or nascent or illiquid markets.
- Familiarity with GPU compute, AI infrastructure economics, data center costs, or crypto markets involving compute, hashrate, or energy.
Tools
Python
Model-written summary · the original posting is authoritative