Quantitative Rates Researcher
micro1 · 100% remote · Contract · Posted
- Pay
- $80–150/hr
- Location
- Worldwide
- Languages
- English
- Hours
- Flexible
- Openings
- 100
- Level
- Expert
Summary
Review and assess AI-generated quantitative research and trading strategies for fixed income and rates markets, identifying methodological issues and delivering detailed written feedback.
What you'll do
- 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
Requirements
- Expertise in fixed income and rates markets
- Experience building and backtesting systematic rates strategies
- Proficiency in Python or R for quantitative analysis
- Understanding of yield curve modeling and carry/roll-down analytics
- Knowledge of SOFR/Eurodollar instruments and Treasury futures
- Ability to evaluate transaction costs and liquidity constraints
- Attention to detail and clear written communication
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
Full description
Role Title: Quantitative Rates Researcher
Role Type: Contractor
Location: Remote
micro1 is engaging Quantitative Rates Researchers to contribute to a leading investment bank’s algorithmic trading platform project. 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
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