The job, in the employer's words
This role is for one of our clients
Compensation: $150-$250 per hour
We are building expert-authored forecasting and research data used to evaluate and improve AI models on real financial analysis. Each task asks a practitioner to reason from a fixed evidence cutoff — no hindsight — and document the judgment a strong analyst would have made at that moment.
This role covers company event propagation: identifying the companies related to an upcoming event and estimating how the catalyst should transmit to each of them.
Requirements
What you will do
- Map suppliers, customers, competitors, distributors, substitutes and geographic exposure from EDGAR filings, footnotes, exhibits, transcripts and industry data
- Identify related companies ahead of an event and separate direct exposure from weak thematic correlation
- Estimate direction, magnitude, horizon and confidence, and name the revenue, margin, earnings or valuation mechanism behind each
- Review model-generated analyses and grade them against your own standard
Who we are looking for
- A senior sector PM, lead equity analyst, or event-driven investor with deep knowledge of a specific industry
- Hands-on experience mapping a company's economic network from primary filings, not from screens or third-party tags
- Typically 8+ years of direct experience, or unusually strong evidence of equivalent performance
Backgrounds we look at first: top multi-manager and event-driven funds, leading sector teams at major asset managers and banks, and elite specialist research firms — for example Citadel, Millennium, Point72, Balyasny, D. E. Shaw, and top sell-side sector franchises. Brand-name experience is a strong first-pass signal but is not a hard requirement — direct experience and performance on the work sample determine who qualifies.
Point-in-time discipline
Every task is graded on reasoning from the stated cutoff without hindsight, data leakage, confidential information, or material non-public information.
We consider all qualified applicants without regard to legally protected characteristics and provide reasonable accommodations upon request.
Benefits mentioned
- We are building expert-authored forecasting and research data used to evaluate and improve AI models on real financial analysis. Each task asks a practitioner to reason from a fixed evidence cutoff — no hindsight — and document the judgment a strong analyst would have made at that moment.
- This role covers company event propagation: identifying the companies related to an upcoming event and estimating how the catalyst should transmit to each of them.
Requirements mentioned
- What you will do
- Map suppliers, customers, competitors, distributors, substitutes and geographic exposure from EDGAR filings, footnotes, exhibits, transcripts and industry data
- Identify related companies ahead of an event and separate direct exposure from weak thematic correlation
- Estimate direction, magnitude, horizon and confidence, and name the revenue, margin, earnings or valuation mechanism behind each
- Review model-generated analyses and grade them against your own standard
- Who we are looking for
- A senior sector PM, lead equity analyst, or event-driven investor with deep knowledge of a specific industry
- Hands-on experience mapping a company's economic network from primary filings, not from screens or third-party tags
- Typically 8+ years of direct experience, or unusually strong evidence of equivalent performance
- Backgrounds we look at first: top multi-manager and event-driven funds, leading sector teams at major asset managers and banks, and elite specialist research firms — for example Citadel, Millennium, Point72, Balyasny, D. E. Shaw, and top sell-side sector franchises. Brand-name experience is a strong first-pass signal but is not a hard requirement — direct experience and performance on the work sample determine who qualifies.
- Point-in-time discipline
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