Company Analysis Expert — Event Propagation (Train AI Models Part Time!)

## About the work We are building expert-authored forecasting and research data used to evaluate and improve AI models on real financial analysis. Each task asks a practitioner to reason from a fixed evidence cutoff — no hindsight — and document the judgment a strong analyst would have made at that moment. This role covers company event propagation: identifying the companies related to an upcoming event and estimating how the catalyst should transmit to each of them. ## What you will do - Map suppliers, customers, competitors, distributors, substitutes and geographic exposure from EDGAR filings, footnotes, exhibits, transcripts and industry data - Identify related companies ahead of an event and separate direct exposure from weak thematic correlation - Estimate direction, magnitude, horizon and confidence, and name the revenue, margin, earnings or valuation mechanism behind each - Review model-generated analyses and grade them against your own standard ## Who we are looking for - A senior sector PM, lead equity analyst, or event-driven investor with deep knowledge of a specific industry - Hands-on experience mapping a company's economic network from primary filings, not from screens or third-party tags - Typically 8+ years of direct experience, or unusually strong evidence of equivalent performance Backgrounds we look at first: top multi-manager and event-driven funds, leading sector teams at major asset managers and banks, and elite specialist research firms — for example Citadel, Millennium, Point72, Balyasny, D. E. Shaw, and top sell-side sector franchises. Brand-name experience is a strong first-pass signal but is not a hard requirement — direct experience and performance on the work sample determine who qualifies. ## Point-in-time discipline Every task is graded on reasoning from the stated cutoff without hindsight, data leakage, confidential information, or material non-public information.