Quantitative Rates Researcher Remote

Role Type: Contractor
Location: Remote

We are seeking experienced Quantitative Rates Researchers to evaluate AI-generated research and trading strategies for fixed-income markets. Candidates will assess methodological soundness backtesting accuracy and real-world trading applicability.

• Review AI-generated quantitative research and rates trading strategies.
• Identify issues such as lookahead bias overfitting data snooping and unrealistic transaction cost assumptions.
• Evaluate backtesting frameworks including carry/roll-down analytics and contract roll conventions.
• Assess signal construction factor modeling statistical rigor and alpha research.
• Provide detailed feedback on model assumptions implementation and research quality.
• Collaborate with project teams to improve research evaluation processes.

• Experience in quantitative research analysis or consulting focused on fixed-income or rates markets.
• Hands-on experience building and backtesting systematic rates strategies.
• Advanced proficiency in Python (pandas NumPy SciPy) or R.
• Strong knowledge of yield curve modeling carry/roll-down relative value trading SOFR/Eurodollar instruments and Treasury futures.
• Understanding of transaction costs liquidity constraints and model validation.
• Excellent analytical written and collaborative communication skills.

Preferred: Experience reviewing quantitative models and ensuring compliance with best practices in quantitative finance.