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InSiteVerse

Founding LLM / Applied Data Scientist (Finance)

8-12 Years

This job is no longer accepting applications

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  • Posted 4 months ago

Job Description

Equity Only | Pre-Seed Stage Startup | India (Preferred, Remote-Friendly) 

About Us 

We're building a Robinhood-class mobile app powered by AI that turns massive, messy data into actionable trade ideas and auto-executes via users connected brokers. We are a startup based in the US and have a registered office in India. We need your investment of a minimum of 20 Hours per Week (Part-time), which offers significant returns through equity, as you continue working while we work to secure funding and onboard you as a Full-time employee within the next 6-8 months. 

You'll be a partner with our AI engineers, quantitative research team, and frontend and backend teams.

 

The Role 

You will lead LLM model selection and adaptation for financial applications, comparing open- and off-the-shelf models (e.g., the OSS, Llama 4 family, Mistral, DeepSeek) on our tasks and data.  

You'll design a decision framework for RAG vs. fine-tuning vs. full/continued pretraining, and implement efficient methods (e.g., LoRA/QLoRA) to hit latency, quality, and cost targets. You'll also stand-up objective evaluations (HELM/MTEB-style) and production guardrails appropriate for a fintech app.  

What You'll Do 

  • Model selection & benchmarking 
  • Compare open/off-the-shelf LLMs on finance tasks, build scorecards (quality, latency, context, cost), and run holistic evaluations inspired by HELM and MTEB.  
  • Adaptation strategy: Fine-tuning vs. pretraining 
  • Propose a decision tree for when to use fine-tuning (stable domain tasks) vs. continued pretraining (deep domain needs). 
  • Justify trade-offs for cost, safety, and maintenance.  
  • Efficient fine-tuning & training 
  • Implement LoRA/QLoRA pipelines.  
  • Quantify gains vs. full fine-tune. 
  •  Document computing/memory budgets and inference impacts.  
  • Finance-aware modeling 
  • Evaluate domain LLMs and datasets (e.g., FinGPTBloombergGPT) and codify finance-specific evaluation sets (tickers, filings, news, risk language). 
  • Own a benchmark pack (e.g., FinanceBenchFinQAFiQA, and, if relevant, FinBen tasks) with pass/fail gates and a living leaderboard 
  • Risk, reliability & governance 
  • Define offline/online evals, hallucination tests, and failure modes for advice/explanations; partner with compliance on clear disclosures consistent with Robo-adviser guidance.  
  • Prod integration 
  • Ship models with tracing, prompts/versioning, and A/B or champion-vs-challenger evaluation.  
  • Monitor latency/cost/quality SLOs in production. 

What We're Looking For 

  • 8 –12+ years in data science/ML with strong Python (PyTorch/Transformers) and LLM ops. 
  • Hands-on with LLM evaluation, prompt/program design, and RAG stacks; proven LoRA/QLoRA experience.  
  • Prior bake-offs among open-weight models (e.g., Llama/Mistral/DeepSeek) with scorecards (quality, latency, context, $/1k tokens). (Seen across fintech/LLM roles.) 
  • Experience choosing between fine-tuning and continued pretraining, with clear cost/quality trade-offs.  
  • Finance domain familiarity (equities/options) strongly preferred; ability to craft domain evals (EDGAR/filings, news, corporate actions). 

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About Company

Job ID: 137801929

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