We are not hiring for this role yet. We read every application, and we may contact you when the role opens.
Own every model that produces a number a customer acts on, and the evidence behind it. Our platform tells a customer what to do and what it is worth. A buyer acts on that number, and the customer's finance team must be able to follow the method behind every gain we report.
What you'll do
- Production Models: Build models for pricing, timing, exposure and optimization, all the way to production
- Written Method: Write the assumptions and method for every production model
- Independent Validation: Put validation in place so that no model is approved by its own author
- Honest Backtests: Run backtests without lookahead, and publish the method
- Reproducible Gains: Make every reported gain reproducible by a customer's finance team
What you will have delivered
- Day 90Inventory of production models. Documentation gaps named
- Month 6Independent validation in place for every production model
- Month 12One reported gain reproduced end to end by a customer
How we will measure it
- Production models with written assumptions: allFails when any model is undocumented
- Models approved by their own author: zeroFails when the author is also the approver
- A customer's finance team reproduces a gainFails when they cannot follow the method
Required
- Built models that drove financial decisions
- Had them reviewed by people whose job was to find flaws
- Quantitative finance, commodities, insurance or industrial optimization
- Start from the economics, and are fluent in the statistics
- Worked in more than one programming language across research and production
Preferred
- Model risk management or regulated validation
- Commodity price or physical volume data
- Published or peer reviewed work
Not the role for you if
- You want to research and hand the work over
- Your experience is only with clean benchmark datasets
How we hire, once the role opens
- 1 ApplyReceipt in 5 days
- 2 CEO call45 min
- 3 Working session2 hours
- 4 References1 week
- 5 Offer2 days after refs
Vadar Alpha builds commercial intelligence for companies that make and move physical goods. Our software helps them buy inputs lower, sell outputs higher, and protect every margin in between.
Base salary $180,000 to $230,000, plus equity, performance pay and health coverage (QSEHRA). This is a pipeline posting. We review applications every quarter.
- jobs@vadaralpha.com
- Reference
- Head of Data Science
- Cover letter
- No cover letter
- Who reads it
- A person reads every application