Remote Portfolio Management Expert

About Turing Based in San Francisco, California, Turing is the world’s leading research accelerator for frontier AI labs and a trusted partner for global enterprises deploying advanced AI systems. Turing supports customers in two ways: first, by accelerating frontier research with high-quality data, advanced training pipelines, plus top AI researchers who specialize in coding, reasoning, STEM, multilinguality, multimodality, and agents; and second, by applying that expertise to help enterprises transform AI from proof of concept into proprietary intelligence with systems that perform reliably, deliver measurable impact, and drive lasting results on the P&L. Role Overview Turing is looking for Portfolio Management experts to work with our researchers to improve the performance of AI models. You will leverage your expertise in asset allocation, portfolio construction, rebalancing strategies, and performance attribution to evaluate and train AI systems. If you enjoy solving complex problems in portfolio management and are interested in shaping the future of AI in finance, please apply. No prior AI experience is required. What Does Day-to-Day Look Like Evaluate LLM models on portfolio management topics such as asset allocation frameworks, risk-adjusted return analysis, and portfolio optimization. Create rubrics to assess model capabilities on tasks like performance attribution, benchmark comparison, factor analysis, and rebalancing decisions. Collaborate with AI researchers and fellow finance experts to shape training methods, evaluation strategies, and benchmarks. Requirements 2+ years of experience in Portfolio Management (e.g., mutual funds, hedge funds, pension funds, endowments, or wealth management). Strong grasp of modern portfolio theory, asset allocation, risk management frameworks, and investment performance measurement. Excellent English written communication. Bonuses (Not at All Necessary) CFA (Level I/II/III), CAIA, or MBA in Finance. Perks of Freelancing with Turing Work on the cutting edge of AI and finance. Fully remote and flexible work environment. Competitive hourly compensation of ~$100+/hour depending on experience. Offer Details Commitment: Flexible, 10–30 hrs/week. Duration: ~1 month, with the possibility of extension based on performance and project needs.

Evaluate LLM models on portfolio management topics and create rubrics to assess model capabilities. Collaborate with AI researchers and finance experts to shape training methods and evaluation strategies.

Candidates should have 2+ years of experience in portfolio management and a strong grasp of modern portfolio theory and risk management frameworks. Excellent English written communication is also required.

• Flexible Work Environment

Identified from the job description. Confirm important requirements above.

• Portfolio Management
• Asset Allocation
• Risk Management
• Performance Attribution
• Benchmark Comparison
• Factor Analysis
• Rebalancing Strategies
• Modern Portfolio Theory
• Investment Performance Measurement
• English Communication

Minimum education

Other education

Minimum experience

2+ years