We are seeking a Quantitative Rates Researcher to join a remote team focused on advancing AI systems in algorithmic trading and quantitative research within fixed income and rates markets.
Key Responsibilities:
- Review and evaluate AI-generated quantitative research and systematic trading strategies related to fixed income and rates markets.
- Identify methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
- Assess backtesting frameworks, including rates-specific mechanics like carry/roll-down and contract roll conventions.
- Evaluate the statistical rigor of signal construction, factor modeling, and alpha research.
- Provide detailed feedback on model assumptions, implementation accuracy, and research methodology.
- Collaborate asynchronously with project coordinators to communicate findings and recommendations.
This is a 100% remote contractor role with output-based compensation, paid per task that meets project specifications. Minimum weekly submission requirements may apply.
Candidate Profile:
- Experience as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets.
- Preferably experienced in building and backtesting systematic rates strategies at hedge funds, asset managers, or banks.
- Strong proficiency in Python (pandas, NumPy, SciPy) or R.
- Knowledge of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures.
