Mathematics & Finance Expert | Contractor | Worldwide Remote
Turing is seeking graduate-level mathematical finance experts to author and peer-review rigorous quantitative problems designed to challenge and evaluate frontier AI models. This is a high-impact research role ideal for professionals with deep expertise in stochastic calculus, derivative pricing, and numerical methods.
About Turing
Based in San Francisco, Turing is the world's leading research accelerator for frontier AI labs and a trusted partner for global enterprises deploying advanced AI systems. Turing accelerates frontier research through high-quality data, advanced training pipelines, and top-tier AI researchers specializing in coding, reasoning, STEM, and more.
Key Responsibilities
- Author original, clearly specified mathematical finance problems with unambiguous assumptions, defined parameters, and numerically evaluable answers.
- Target known model failure modes through multi-step derivations, parameter-sensitive reasoning, and niche or recent methodologies.
- Provide a structured Help component for each problem — including definitions, key lemmas, sub-questions, or hint ladders — that guides without revealing the final answer.
- Deliver complete, step-by-step solutions that are logically auditable and reproducible, including sanity checks and limiting-case validations.
- Peer-review other experts' submissions for clarity, correctness, difficulty, and specification completeness.
- Develop research-based question sets (4–5 questions) grounded in recent or influential papers, probing core ideas and derivations.
Deliverables
- Problem statement with full assumptions, definitions, and parameter values
- Numerical final answer with reproducible computation and specified tolerance
- Full step-by-step solution and derivation
- Help component (hint ladder, intermediate steps, key references)
- Peer-review notes on assigned questions
Required Expertise
- Graduate-level mastery of mathematical finance (or equivalent professional experience)
- Strong command of stochastic calculus: SDEs, martingales, Itô/Stratonovich, Girsanov/change of measure
- Derivative pricing via PDE/BSDE, Monte Carlo with variance reduction, calibration, and implied volatility
- Experience with interest-rate and/or credit models (HJM, LMM, CIR, HW; reduced-form or structural credit)
- Numerical methods literacy: finite differences, discretization error, stability, Greeks/adjoints, QMC
- Exceptional technical writing with precise notation and self-contained problem design
Preferred Qualifications
- Familiarity with rough volatility, XVA, optimal execution/microstructure, robust finance, or advanced risk measures
- Prior experience writing qualifying-exam or contest-level problems with complete solutions and rubrics
- Ability to design numerically stable answer keys with explicit tolerances, clear units, and full reproducibility
Quality Standards
All problems must derive difficulty from conceptual depth and rigor — not from ambiguous phrasing, missing data, or hidden assumptions. Every problem must be self-contained, and all solutions must be independently checkable and numerically reproducible.
Note: This role follows project-specific AI-use policies. When expert-only content is required, external LLMs may not be used for content generation unless explicitly permitted. Authorship and verification responsibilities remain with the expert at all times.
