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Job Title: Scientific Computing Engineer (Mathematics / Finance Domains)
Company: BespokeLabs (VC-backed; founded by IIT & Ivy League alumni)
Type: Contract | Remote
Compensation: $25$40/hour (open to reconsideration for exceptional talent)
About BespokeLabs
BespokeLabs is a venture-backed startup founded by seasoned IIT and Ivy League alumni. We specialize in developing cutting-edge, AI-driven systems and next-generation digital products. Our mission is to transform complex real-world problems into scalable, high-performance solutions powered by advanced computational science.
We are seeking exceptional Scientific Computing Engineers across two specialized domains:
1. Mathematics & Applied Math
2. Finance & Quantitative Engineering
Role Overview
As a Scientific Computing Engineer, you will design, implement, and optimize high-performance computational models and algorithms across applied math or quantitative finance. You'll collaborate with researchers and engineers to build robust, scalable computational systems.
Key Responsibilities
Core Responsibilities (for all domains)
- Build and optimize numerical algorithms and scientific computing pipelines
- Develop high-performance code in Python, C++, Rust, or Julia
- Implement experiment workflows and validate model accuracy
- Work with simulations, numerical solvers, or statistical models
- Ensure numerical stability, reproducibility, and computational efficiency
- Collaborate with cross-functional teams to convert complex concepts into production-grade solutions.
Domain-Specific Expertise
1. Mathematics & Applied Math
What you'll work on:
- PDE/ODE solvers, optimization models, simulation engines
- Computational physics, numerical analysis, Monte Carlo simulations
- Custom scientific algorithms for domain-specific workloads
Required Skills:
- Strong foundations in linear algebra, calculus, probability, and optimization
- Experience with scientific computing tools (NumPy, SciPy, JAX, MATLAB, Fortran, etc.)
- Ability to build and validate custom numerical models
- Practical experience with algorithmic efficiency and accuracy checks
2. Finance & Quantitative Domains
What you'll work on:
- Pricing models, risk engines, time-series forecasting
- Stochastic models, portfolio optimization, Monte Carlo simulations
- High-performance implementations of quant algorithms
Required Skills:
- Background in financial mathematics, stochastic processes, econometrics
- Experience with quant libraries (Pandas, NumPy, QuantLib, etc.)
- Familiarity with option pricing, volatility modeling, or statistical forecasting
- Strong coding fundamentals and numerical precision mindset
Qualifications
- 5+ years of experience in scientific computing, applied mathematics, or quantitative engineering
- Strong programming skills in Python and one compiled language (C++, Rust, Julia, or similar)
- Experience building production-grade scientific or computational systems
- Strong grounding in numerical methods or quantitative analysis
- Prior experience in research, HPC, or computational finance is a strong plus
Bonus Skills
- GPU acceleration and parallel computing
- Distributed systems or HPC
- Participation in Kaggle-like competitions or mathematical/quant challenges
- Publications, research experience, or open-source contributions
Why Work With Us
- Work on high-impact computational systems with top-tier engineers
- Flexible remote contract role with strong compensation
- Opportunity to contribute to core R&D at a fast-growing AI startup
Job ID: 136227897