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Historical model audit
Return to a historical cutoff and reconstruct what 1stSeen could have predicted, using only the evidence it held by then. Every run is computed by the worker’s leak-safe backtest when you ask for it.
Future evidence is sealed
The held-out opening and every post-cutoff observation are scoring data only. They cannot enter the forecasting component.
What can be replayed
An archive capture proves a role was visible by then, not that it opened then, so an observed-by opening is never scored as ground truth.
Latest backtest
Finished Oct 3, 2026 · cutoff 60 days before each target · 890 targets, 0 scored, 890 skipped
Counted over every reconstructed cycle the backtest evaluated, which is more than the replay candidates above. Reasons are the backtest’s own words.
Showing 101–120 of 153
Virtu Financial
Intern Quantitative Researcher Master or PhD
Not in the latest backtest run
Hudson River Trading
Algorithm Development Quant Research Trading Intern Summer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
DRW
Quantitative Researcher
Latest backtest held out another posting of this role that year
DRW
Quantitative Trading Analyst Intern
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
DRW
Software Developer Intern C++
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
DRW
Software Developer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Jump Trading
ML Research Engineer Intern
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Hudson River Trading
Algorithm Developer Quant Research Trading Grads
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Hudson River Trading
Software Engineer C++ or Python Grads
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
DRW
Software Developer Intern Python
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Hudson River Trading
Software Engineer Intern C++ or Python Summer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Flow Traders
Quantitative Trading Intern Summer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
IMC
Machine Learning Research Intern Summer Amsterdam
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Notion
Software Engineer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
IMC
Graduate Machine Learning Researcher London
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Tower Research Capital
Quantitative Trader Researcher Intern Summer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
IMC
Machine Learning Research Intern Summer Sydney
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
IMC
Software Engineer Intern Summer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
IMC
Graduate Software Engineer
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
IMC
Graduate Quantitative Researcher BS MS
Skipped in the latest backtest
no temporal evidence was available by the forecast cutoff
Virtu Financial · Intern Quantitative Researcher Master or PhD · held out Jul 14, 2026 exact