{"version":"0.1","company":{"name":"YubHub","url":"https://yubhub.co","jobsUrl":"https://yubhub.co/jobs/skill/capital-iq"},"x-facet":{"type":"skill","slug":"capital-iq","display":"Capital Iq","count":2},"x-feed-size-limit":100,"x-feed-sort":"enriched_at desc","x-feed-notice":"This feed contains at most 100 jobs (the most recently enriched). For the full corpus, use the paginated /stats/by-facet endpoint or /search.","x-generator":"yubhub-xml-generator","x-rights":"Free to redistribute with attribution: \"Data by YubHub (https://yubhub.co)\"","x-schema":"Each entry in `jobs` follows https://schema.org/JobPosting. YubHub-native raw fields carry `x-` prefix.","jobs":[{"@context":"https://schema.org","@type":"JobPosting","identifier":{"@type":"PropertyValue","name":"YubHub","value":"job_f77be5b8-7b6"},"title":"Finance Expert - Risk","description":"<p>As a Finance Risk Expert at xAI, you will play a crucial role in advancing our cutting-edge AI systems by providing high-quality annotations, expert evaluations, and detailed risk reasoning using specialized labeling tools.</p>\n<p>You will collaborate closely with technical teams to support the development and refinement of new AI capabilities, with a primary focus on quantitative financial risk management domains. Your expertise will drive the selection and rigorous resolution of complex risk-related problems, including market risk modeling, credit and counterparty risk, liquidity and funding risk, operational and model risk, stress testing &amp; scenario analysis, Value at Risk (VaR)/Expected Shortfall (ES), risk attribution, capital allocation (economic/regulatory), and enterprise-wide risk frameworks under regulatory regimes (Basel, Dodd-Frank, IFRS 9, etc.).</p>\n<p>This role requires exceptional quantitative rigor, rapid adaptation to evolving guidelines, and the ability to deliver precise, technically sound critiques, derivations, and solutions in a fast-paced environment. As a Finance Risk Expert, you will directly support xAI&#39;s mission by helping train and refine frontier AI models. You will teach the models how risk professionals quantify uncertainties, model tail events, assess portfolio vulnerabilities, ensure regulatory compliance, perform stress testing, and make data-driven decisions to protect capital and maintain financial stability.</p>\n<p>Your tasks may include recording audio walkthroughs of risk models, participating in video-based scenario reasoning, or producing detailed quantitative risk analysis traces. All outputs are considered work-for-hire and owned by xAI.</p>\n<p>Responsibilities:</p>\n<ul>\n<li>Use proprietary annotation and evaluation software to deliver accurate labels, rankings, critiques, and comprehensive solutions on assigned projects</li>\n<li>Consistently produce high-quality, curated data that adheres to strict quantitative and regulatory standards</li>\n<li>Collaborate with engineers and researchers to develop and iterate on new training tasks, risk-specific benchmarks, and evaluation frameworks</li>\n<li>Provide constructive feedback to improve the efficiency, precision, and usability of annotation and data-collection tools</li>\n<li>Select and solve challenging problems from financial risk domains where you have deep expertise</li>\n</ul>\n<p>Basic Qualifications:</p>\n<ul>\n<li>Master’s or PhD in a quantitative discipline: Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Econometrics, Risk Management, Operations Research, Physics, Computer Science (with risk/finance focus), or closely related field or equivalent professional experience as a quantitative risk analyst, risk modeler, or risk quant</li>\n<li>Excellent written and verbal English communication (technical reports, regulatory documentation, explanatory breakdowns)</li>\n<li>Strong familiarity with financial risk data sources and platforms (Bloomberg, Refinitiv, Moody’s Analytics, S&amp;P Capital IQ, RiskMetrics, internal bank risk systems, regulatory filings, Basel/FRB datasets, etc.)</li>\n<li>Exceptional analytical reasoning, attention to detail, and ability to exercise sound judgment with incomplete or ambiguous data</li>\n</ul>\n<p>Preferred Skills and Experience:</p>\n<ul>\n<li>Professional experience in quantitative risk management, model development/validation, or risk analytics at a bank, hedge fund, asset manager, insurance company, regulator, or consulting firm</li>\n<li>Track record of publication(s) or contributions in refereed journals/conferences on risk, econometrics, statistics, or quantitative finance</li>\n<li>Prior teaching, mentoring, or training experience (university, industry workshops, regulatory training)</li>\n<li>Proficiency in Python/R for risk modeling (pandas, NumPy, SciPy, statsmodels, QuantLib, PyTorch/TensorFlow for ML risk models, etc.) and familiarity with risk systems (Murex, Calypso, Numerix, etc.)</li>\n<li>Experience with Monte Carlo simulation, copula models, stochastic processes, time-series analysis, extreme value theory, or machine learning for risk (anomaly detection, credit scoring, etc.)</li>\n<li>Knowledge of regulatory capital frameworks (Basel III/IV, FRB CCAR, SR 11-7 model risk guidance, IFRS 9/CECL, Solvency II)</li>\n<li>CFA, FRM, PRM, CQF, or similar risk-focused certifications</li>\n<li>Previous exposure to large language models, AI safety, or quantitative evaluation pipelines</li>\n</ul>\n<p>Location and Other Expectations:</p>\n<ul>\n<li>Tutor roles may be offered as full-time, part-time, or contractor positions, depending on role needs and candidate fit</li>\n<li>For contractor positions, hours will vary widely based on project scope and contractor availability, with no fixed commitments required</li>\n<li>Tutor roles may be performed remotely from any location worldwide, subject to legal eligibility, time-zone compatibility, and role specific needs</li>\n<li>For US based candidates, please note we are unable to hire in the states of Wyoming and Illinois at this time</li>\n<li>We are unable to provide visa sponsorship</li>\n<li>For those who will be working from a personal device, your computer must meet xAI’s minimum hardware requirements</li>\n</ul>\n<p style=\"margin-top:24px;font-size:13px;color:#666;\">XML job scraping automation by <a href=\"https://yubhub.co\">YubHub</a></p>","url":"https://yubhub.co/jobs/job_f77be5b8-7b6","directApply":true,"hiringOrganization":{"@type":"Organization","name":"xAI","sameAs":"https://www.xai.com/","logo":"https://logos.yubhub.co/xai.com.png"},"x-apply-url":"https://job-boards.greenhouse.io/xai/jobs/5040365007","x-work-arrangement":"remote","x-experience-level":"senior","x-job-type":"full-time|part-time|contract|temporary|internship","x-salary-range":null,"x-skills-required":["Quantitative Finance","Financial Engineering","Financial Mathematics","Statistics","Applied Mathematics","Econometrics","Risk Management","Operations Research","Physics","Computer Science","Python","R","Monte Carlo simulation","copula models","stochastic processes","time-series analysis","extreme value theory","machine learning","Bloomberg","Refinitiv","Moody’s Analytics","S&P Capital IQ","RiskMetrics","internal bank risk systems","regulatory filings","Basel/FRB datasets"],"x-skills-preferred":["Professional experience in quantitative risk management, model development/validation, or risk analytics at a bank, hedge fund, asset manager, insurance company, regulator, or consulting firm","Track record of publication(s) or contributions in refereed journals/conferences on risk, econometrics, statistics, or quantitative finance","Prior teaching, mentoring, or training experience (university, industry workshops, regulatory training)","Proficiency in Python/R for risk modeling (pandas, NumPy, SciPy, statsmodels, QuantLib, PyTorch/TensorFlow for ML risk models, etc.) and familiarity with risk systems (Murex, Calypso, Numerix, etc.)","Experience with Monte Carlo simulation, copula models, stochastic processes, time-series analysis, extreme value theory, or machine learning for risk (anomaly detection, credit scoring, etc.)","Knowledge of regulatory capital frameworks (Basel III/IV, FRB CCAR, SR 11-7 model risk guidance, IFRS 9/CECL, Solvency II)","CFA, FRM, PRM, CQF, or similar risk-focused certifications","Previous exposure to large language models, AI safety, or quantitative evaluation pipelines"],"datePosted":"2026-04-18T15:37:52.243Z","jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Remote"}},"jobLocationType":"TELECOMMUTE","employmentType":"FULL_TIME","occupationalCategory":"Finance","industry":"Technology","skills":"Quantitative Finance, Financial Engineering, Financial Mathematics, Statistics, Applied Mathematics, Econometrics, Risk Management, Operations Research, Physics, Computer Science, Python, R, Monte Carlo simulation, copula models, stochastic processes, time-series analysis, extreme value theory, machine learning, Bloomberg, Refinitiv, Moody’s Analytics, S&P Capital IQ, RiskMetrics, internal bank risk systems, regulatory filings, Basel/FRB datasets, Professional experience in quantitative risk management, model development/validation, or risk analytics at a bank, hedge fund, asset manager, insurance company, regulator, or consulting firm, Track record of publication(s) or contributions in refereed journals/conferences on risk, econometrics, statistics, or quantitative finance, Prior teaching, mentoring, or training experience (university, industry workshops, regulatory training), Proficiency in Python/R for risk modeling (pandas, NumPy, SciPy, statsmodels, QuantLib, PyTorch/TensorFlow for ML risk models, etc.) and familiarity with risk systems (Murex, Calypso, Numerix, etc.), Experience with Monte Carlo simulation, copula models, stochastic processes, time-series analysis, extreme value theory, or machine learning for risk (anomaly detection, credit scoring, etc.), Knowledge of regulatory capital frameworks (Basel III/IV, FRB CCAR, SR 11-7 model risk guidance, IFRS 9/CECL, Solvency II), CFA, FRM, PRM, CQF, or similar risk-focused certifications, Previous exposure to large language models, AI safety, or quantitative evaluation pipelines"},{"@context":"https://schema.org","@type":"JobPosting","identifier":{"@type":"PropertyValue","name":"YubHub","value":"job_ab40cf6b-cdb"},"title":"Finance Expert - Equity Research","description":"<p>We are seeking an experienced Equity Research professional to join our team as an in-house subject matter expert. As a Finance Expert - Equity Research, you will draw on your deep expertise in capital markets, fundamental analysis, financial modeling, valuation, and investment research to create training environments that mimic the real-world. Your role will involve partnering closely with our technical teams to help ensure our models capture the full complexity of institutional-grade investment analysis.</p>\n<p>Responsibilities: Use proprietary software to deliver precise inputs, labels, and annotations for equity research projects, producing high-quality training data for AI models. Create and curate realistic, high-fidelity scenarios involving sector and company analysis, financial modeling, valuation methodologies (DCF, comparable companies, precedent transactions), earnings forecasts, investment thesis development, and research report preparation. Develop detailed examples of coverage initiation, earnings analysis, estimate revisions, industry-specific data analysis, and investment recommendation frameworks. Partner with technical staff to support the development of new AI tasks and contribute to innovative tooling. Help design and refine efficient annotation tools tailored to equity research workflows. Identify, analyze, and break down complex investment analysis problems aligned with your professional experience to improve model performance. Execute tasks accurately while maintaining consistency and adapting to new requirements.</p>\n<p>Basic Qualifications: Minimum of 2 years of professional experience in sell-side or buy-side equity research, with demonstrated sector coverage responsibility. Proficiency in financial modeling, valuation techniques, and financial statement analysis. Strong command of written and spoken English (informal and professional). Excellent communication, interpersonal, analytical, and organizational skills. Superior reading comprehension and ability to exercise sound independent judgment with incomplete or ambiguous information. Genuine interest in technological innovation and its application to investment research.</p>\n<p>Preferred Skills and Experience: Relevant certifications (e.g., FINRA licenses such as Series 7/63/86/87, current or expired). Familiarity with Bloomberg, FactSet, Capital IQ, or similar research platforms. Experience writing and publishing research notes, earnings summaries, or coverage reports for institutional clients. Experience mentoring or training junior associates in research methodologies, modeling best practices, or report writing. Quantitative mindset with ability to integrate structured data insights into fundamental analysis. Comfort recording audio or video sessions for data collection purposes. Prior exposure to AI, machine learning, data visualization, or data annotation workflows.</p>\n<p>Location and Other Expectations: Tutor roles may be offered as full-time, part-time, or contractor positions, depending on role needs and candidate fit. For contractor positions, hours will vary widely based on project scope and contractor availability, with no fixed commitments required. Tutor roles may be performed remotely from any location worldwide, subject to legal eligibility, time-zone compatibility, and role-specific needs. For US-based candidates, please note we are unable to hire in the states of Wyoming and Illinois at this time. We are unable to provide visa sponsorship. For those who will be working from a personal device, your computer must be a Chromebook, Mac with MacOS 11.0 or later, or Windows 10 or later.</p>\n<p>Compensation and Benefits: US-based candidates: $45/hour - $100/hour depending on factors including relevant experience, skills, education, geographic location, and qualifications. International candidates: Information will be provided to you during the recruitment process. Benefits vary based on employment type, location, and jurisdiction. Benefits for eligible U.S.-based positions include health insurance, 401(k) plan, and paid sick leave. Specific details and role-specific information will be provided to you during the interview process.</p>\n<p style=\"margin-top:24px;font-size:13px;color:#666;\">XML job scraping automation by <a href=\"https://yubhub.co\">YubHub</a></p>","url":"https://yubhub.co/jobs/job_ab40cf6b-cdb","directApply":true,"hiringOrganization":{"@type":"Organization","name":"xAI","sameAs":"https://www.xai.com/","logo":"https://logos.yubhub.co/xai.com.png"},"x-apply-url":"https://job-boards.greenhouse.io/xai/jobs/4933173007","x-work-arrangement":"remote","x-experience-level":"senior","x-job-type":"full-time|part-time|contract|temporary|internship","x-salary-range":"$45/hour - $100/hour","x-skills-required":["financial modeling","valuation techniques","financial statement analysis","equity research","capital markets","fundamental analysis","investment research"],"x-skills-preferred":["Bloomberg","FactSet","Capital IQ","research platforms","report writing","data visualization","data annotation workflows"],"datePosted":"2026-04-18T15:36:07.159Z","jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Remote"}},"jobLocationType":"TELECOMMUTE","employmentType":"FULL_TIME","occupationalCategory":"Finance","industry":"Finance","skills":"financial modeling, valuation techniques, financial statement analysis, equity research, capital markets, fundamental analysis, investment research, Bloomberg, FactSet, Capital IQ, research platforms, report writing, data visualization, data annotation workflows"}]}