We’re hiring a Quantitative Researcher at Hyperbolic. Compute is becoming a tradable asset, but much of the market structure still needs to be built. There is no established forward curve for GPUs. There is no liquid spot or derivatives market. Pricing varies across GPU types, regions, contract lengths, and availability. We want to change that. You’ll build pricing models that dynamically set spot and term rates across GPU types and regions on our platform. You’ll hedge our compute portfolio using conventional derivatives and nontraditional instruments, and design new, innovative financial products on top of our infrastructure. If you’ve worked in quantitative research, market making, commodities, power, derivatives, or other illiquid markets and you’re excited about applying that thinking to a completely new asset class, I’d love to talk.