🌎Quantitative Rates Researcher, Remote- Contract

Role Title:Quantitative Rates Researcher

Role Type:Contract

Location:Remote

Required Skills:
* Python

Python
* R

R
* Pandas

Pandas
* Numpy

Numpy
* Scipy

Scipy
* Fixed income analysis

Fixed income analysis
* Rates markets expertise

Rates markets expertise
* Systematic strategy backtesting

Systematic strategy backtesting
* Yield curve modeling

Yield curve modeling
* Carry/roll-down analytics

Carry/roll-down analytics
* Relative value trading

Relative value trading
* Sofr/eurodollar instruments

Sofr/eurodollar instruments
* Treasury futures

Treasury futures
* Statistical rigor

Statistical rigor
* Factor modeling

Factor modeling
* Alpha research

Alpha research
* Transaction cost analysis

Transaction cost analysis
* Liquidity assessment

Liquidity assessment
* Model validation

Model validation
* Written communication

Written communication
* Attention to detail

Attention to detail
* Quantitative research

Quantitative research
* Data analysis

Data analysis
* Reviewing methodological issues (lookahead bias, overfitting, data snooping)
Reviewing methodological issues (lookahead bias, overfitting, data snooping)
* Collaborative communication

Collaborative communication

In this role, you'll apply your expertise to help train next-generation AI systems. Your work will shape how models learn, reason, and perform through high-quality, real-world input. No prior experience in AI is required - your domain knowledge is what matters.

Scope of Work:
* Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets
Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets
* Identify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions
Identify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions
* Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions
Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions
* Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs
Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs
* Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness
Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness
* Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communication
Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communication
* Contribute to the refinement of research evaluation processes for greater accuracy and relevance
Contribute to the refinement of research evaluation processes for greater accuracy and relevance

Preferred Qualifications:
* Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets
Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets
* Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank
Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank
* Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis
Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis
* Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures
Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures
* Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints
Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints
* Exceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedback
Exceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedback
* Prior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus
Prior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus

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