Quantitative finance PhD: derivatives, risk and market microstructure
Quick facts
- Pay
- $175–$275/hr
- Type
- Contract
- Location
- Remote — worldwide
- Hours
- 5–15 hours / week
- Background
- PhD
- Skills
- Finance, Python, C++
- Platform
- HUMXN — 27 open jobs
- Typical pay at HUMXN
- $40–275/hour · median $163 (27 jobs on our site)
- Payout
- Stripe
- Apply
- Free to apply — never pay to get AI training work
Pay: $175–$275/hr
The work
Author research-level problems and solutions in derivatives pricing, stochastic calculus, portfolio construction, risk measurement and market microstructure; grade model attempts line by line; review model-generated quantitative analysis and code for the mistakes a trading desk or risk committee would catch.
Who it suits
- PhD in mathematics, physics, statistics, economics or financial engineering, with time on a trading desk, in a risk function or at a quantitative fund.
- Fluent in Python or C++ and in the mathematics behind the models.
How it works
- Apply with your CV and the hours you can give. 5 to 15 hours a week suits most people; the work is remote and on your own schedule.
- We verify your credentials, licence or degree and your identity before any paid work. Every piece of work traces to a named, verified expert.
- A paid calibration task on the project's own guidelines comes first.
- You are paid at the rate on this page for every hour of work that passes review. Rates rise with the difficulty of the project and your track record.
HUMXN is a new expert network (launched 2026). Payouts go through Stripe after identity and tax verification. Never pay to apply.