Company Analysis Expert — Event Propagation

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. #J-18808-Ljbffr Mercor