Role Title: Quantitative Rates Researcher
Role Type: Contract
Location: Remote
Required Skills
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Python
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R
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Pandas
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Numpy
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Scipy
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Fixed income analysis
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Rates markets expertise
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Systematic strategy backtesting
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Yield curve modeling
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Carry/roll-down analytics
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Relative value trading
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Sofr/eurodollar instruments
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Treasury futures
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Statistical rigor
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Factor modeling
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Alpha research
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Transaction cost analysis
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Liquidity assessment
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Model validation
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Written communication
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Attention to detail
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Quantitative research
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Data analysis
- Reviewing methodological issues (lookahead bias, overfitting, data snooping)
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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
- 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
- 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
- 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
Preferred Qualifications
- 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
- 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
- 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
- Prior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus
Originally posted on Himalayas
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