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Econometrician

Own the view of the market that everything we price rests on: volatility, correlation, basis and seasonality.

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Team
Data Science
Location
Remote, US + customer site travel
Type
Full time
Base salary
$140k to $180k + equity
Data Science | Remote, US + customer site travel | Full time | Reports to the CEOFuture roleJOB-2026-EC-001

We are not hiring for this role yet. We read every application, and we may contact you when the role opens.

Own the view of the market that everything we price rests on. Every number we give a customer depends on our view of volatility, correlation, basis and seasonality, and on the gap between a traded index and the price the customer pays. You write that view down so anyone can rerun it.

What you'll do

  • Market View: Build and maintain the view of volatility, correlation, basis and seasonality
  • Index to Price: Model the relationship between a traded index and the price the customer pays
  • Published Method: Publish a written, reproducible method for every view
  • Out of Sample: Track performance against every claim, and report it good or bad
  • Significance First: Test every relationship for significance before anyone uses it

What you will have delivered

  1. Day 90Existing views written down and tested
  2. Month 6Published method for each view, reproducible by someone else
  3. Month 12Out of sample performance tracked against every claim

How we will measure it

  • Views with a reproducible method: allFails when a view cannot be rebuilt from its write up
  • Out of sample results reported every quarterFails when results are reported only when favorable
  • Relationships used without a significance test: zeroFails at any one

Required

  • Trained in econometrics, statistics or quantitative economics
  • Write production quality code without waiting for an engineer
  • Worked with commodity or industrial price series
  • Comfortable with thin markets, structural breaks and moving basis
  • Report weak results before someone else finds them

Preferred

  • Julia, R or Python for research at depth
  • Time series at both high and low frequency
  • Worked beside a trading desk

Not the role for you if

  • You need a research agenda of your own
  • You have only modeled financial instruments

How we hire, once the role opens

  1. 1 ApplyReceipt in 5 days
  2. 2 CEO call45 min
  3. 3 Working session2 hours
  4. 4 References1 week
  5. 5 Offer2 days after refs

Vadar Alpha builds commercial intelligence for companies that make and move physical goods. Our software helps them buy inputs lower, sell outputs higher, and protect every margin in between.

Base salary $140,000 to $180,000, plus equity, performance pay and health coverage (QSEHRA). This is a pipeline posting. We review applications every quarter.

How to apply
Send one thing you built, ran or wrote, and a paragraph on your first 90 days.
Apply by email
Reference
Econometrician
Cover letter
No cover letter
Who reads it
A person reads every application
Vadar Alpha is an equal opportunity employer. Need an accommodation to apply? Email jobs@vadaralpha.com.