Quantitative Rates Researcher, Remote- Contract

Role Title: Quantitative Rates Researcher Role Type: Contract Location: Remote

Required Skills:

• Python

• R

• Pandas

• Numpy

• Scipy

• Fixed income analysis

• Rates markets expertise

• Systematic strategy backtesting

• Yield curve modeling

• Carry/roll-down analytics

• Relative value trading

• Sofr/eurodollar instruments

• Treasury futures

• Statistical rigor

• Factor modeling

• Alpha research

• Transaction cost analysis

• Liquidity assessment

• Model validation

• Written communication

• Attention to detail

• Quantitative research

• Data analysis

• Reviewing methodological issues (lookahead bias, overfitting, data snooping)

• 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