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San Francisco, California, United States
Onsite
Join us in putting the world’s compute behind the people building what comes next.
At Hyperbolic, we’re making global AI compute liquid. We bring fragmented, heterogeneous GPU capacity together into one unified, productive platform, making it easier to access, sell, resell, manage, and orchestrate the resources that power AI. For neocloud, we turn GPU capacity into productive infrastructure that delivers lasting value and accelerate their time to market.
We believe bold ideas deserve the computing power to become reality. We’re building toward a future where compute flows as freely as electricity, available when and where it’s needed, so builders everywhere can turn their most ambitious ideas into breakthroughs.
We’re looking for curious, driven people who take ownership, challenge assumptions, and care deeply about what they build. If you’re energized by hard problems and want to help shape how the world accesses AI, we’d love to build with you.
Compute is becoming a traded asset, and almost none of the market structure exists yet. There is no settled forward curve, no standard contract, no consensus on how to price optionality on a GPU-hour. We're building the financial layer of our marketplace, and we're looking for a Quantitative Researcher to own the modeling behind it.
You'll build the pricing models that set spot and term rates dynamically across GPU types and regions, hedge our compute portfolio using both conventional derivatives and non-traditional instruments, and design the options and futures structures that let customers and suppliers transfer compute risk. You'll also be our read on the market — where pricing is heading, what's tradable, and what we should be building next. This is early, unmapped work: you'll be defining the methodology rather than applying an existing one.
5+ years in quantitative research, trading, or structuring, with hands-on experience building pricing or risk models that were actually traded on, not just backtested
Deep fluency in derivatives pricing and hedging — options, futures, forwards — and the ability to reason about instruments where no liquid market or clean volatility surface exists
Experience constructing hedges for a portfolio of physical or contracted assets, using both conventional derivatives and non-standard instruments
Dynamic pricing expertise: building models that set spot and term prices from supply, demand, and inventory signals in near real time
Strong programming skills in Python and comfort working directly with messy production data rather than a curated research dataset
Ability to structure new financial products from first principles, including contract design, settlement mechanics, and the assumptions underneath them
Clear communicator who can defend a model to finance, engineering, and commercial stakeholders and translate output into a decision
Comfortable operating with ambiguity, incomplete data, and no established playbook for the asset class
Experience in commodities, power, or energy markets — the closest existing analogue to compute, with similar delivery, storage, and locational constraints
Background in market making, systematic trading, or structuring at a hedge fund, prop shop, bank, or exchange
Exposure to nascent or illiquid markets where you had to build the curve rather than consume it
Familiarity with GPU compute, AI infrastructure economics, or data center cost structures
Experience with crypto or other markets where compute, hashrate, or energy was the underlying
Advanced degree in a quantitative field, or equivalent demonstrated depth
Hyperbolic is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all employees.
