TransPerfect
Quantitative Analyst
⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Quantitative Analyst (AI Focus) as a freelancer, remote within the US, with a contract starting ASAP. Requires 3+ years in quantitative finance, strong Python skills, and expertise in systematic investing and risk management. Pay rate is unspecified.
🌎 - Country
United States
💱 - Currency
$ USD
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💰 - Day rate
Unknown
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🗓️ - Date
March 4, 2026
🕒 - Duration
Unknown
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🏝️ - Location
Remote
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📄 - Contract
W2 Contractor
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🔒 - Security
Unknown
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📍 - Location detailed
Massachusetts, United States
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🧠 - Skills detailed
#ML (Machine Learning) #Statistics #Python #Datasets #AI (Artificial Intelligence)
Role description
Work Location: Remote, within the US
Engagement Model: Freelancer / Independent Contractor
Start Date: ASAP
Qualification Requirements: Successful completion of a role-specific written assessment and a background check.
Quantitative Financial Analyst (AI Focus)
DataForce by TransPerfect is seeking a Quantitative Financial Analyst with strong experience in systematic investing, derivatives, and risk management to support a Generative AI initiative focused on quantitative finance workflows. This role is ideal for data-driven professionals who build mathematical models for factor-based strategies, alpha generation, portfolio construction, back-testing, and Value at Risk (VaR). You will help translate real-world quantitative investment processes into structured frameworks that AI systems can execute accurately and rigorously.
Main Responsibilities:
• Design and document systematic investment workflows (factor models, back-testing, portfolio construction, VaR, stress testing).
• Develop evaluation criteria and benchmark solutions to assess AI performance on quantitative finance tasks.
• Review and validate AI-generated outputs for statistical accuracy, modeling soundness, and risk logic.
• Curate and structure high-quality financial and market data for model training and testing.
• Provide feedback to improve AI reasoning in derivatives modeling, risk assessment, and alpha generation.
Requirements:
• 3+ years of experience as a Quantitative Analyst, Quantitative Researcher, Risk Manager, Systematic Portfolio Manager, or Derivatives Trader.
• Strong background in statistics, probability, time-series analysis, and financial modeling.
• Proficiency in Python and experience working with large financial datasets.
• Hands-on experience with systematic strategies, back-testing frameworks, derivatives (options, futures, swaps), and risk models (VaR, stress testing).
• High analytical mindset, attention to detail, and ability to clearly explain quantitative reasoning.
•
•
• DataForce by TransPerfect is part of the TransPerfect family of companies, the world’s largest provider of language and technology solutions for global business, with offices in more than 100 cities worldwide.
We offer high-quality data for Human-Machine Interaction to some of the most prestigious technology companies in the world. Our division focuses on gathering, enriching and processing data for Machine Learning in different AI domains.
To learn more about DataForce please visit us at https://www.transperfect.com/dataforce
Work Location: Remote, within the US
Engagement Model: Freelancer / Independent Contractor
Start Date: ASAP
Qualification Requirements: Successful completion of a role-specific written assessment and a background check.
Quantitative Financial Analyst (AI Focus)
DataForce by TransPerfect is seeking a Quantitative Financial Analyst with strong experience in systematic investing, derivatives, and risk management to support a Generative AI initiative focused on quantitative finance workflows. This role is ideal for data-driven professionals who build mathematical models for factor-based strategies, alpha generation, portfolio construction, back-testing, and Value at Risk (VaR). You will help translate real-world quantitative investment processes into structured frameworks that AI systems can execute accurately and rigorously.
Main Responsibilities:
• Design and document systematic investment workflows (factor models, back-testing, portfolio construction, VaR, stress testing).
• Develop evaluation criteria and benchmark solutions to assess AI performance on quantitative finance tasks.
• Review and validate AI-generated outputs for statistical accuracy, modeling soundness, and risk logic.
• Curate and structure high-quality financial and market data for model training and testing.
• Provide feedback to improve AI reasoning in derivatives modeling, risk assessment, and alpha generation.
Requirements:
• 3+ years of experience as a Quantitative Analyst, Quantitative Researcher, Risk Manager, Systematic Portfolio Manager, or Derivatives Trader.
• Strong background in statistics, probability, time-series analysis, and financial modeling.
• Proficiency in Python and experience working with large financial datasets.
• Hands-on experience with systematic strategies, back-testing frameworks, derivatives (options, futures, swaps), and risk models (VaR, stress testing).
• High analytical mindset, attention to detail, and ability to clearly explain quantitative reasoning.
•
•
• DataForce by TransPerfect is part of the TransPerfect family of companies, the world’s largest provider of language and technology solutions for global business, with offices in more than 100 cities worldwide.
We offer high-quality data for Human-Machine Interaction to some of the most prestigious technology companies in the world. Our division focuses on gathering, enriching and processing data for Machine Learning in different AI domains.
To learn more about DataForce please visit us at https://www.transperfect.com/dataforce
