🌎Quantitative Rates Researcher, Remote- Contract✦ anywhere

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

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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:

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Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets

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Identify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions

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Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions

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Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs

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Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness

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Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communication

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Contribute to the refinement of research evaluation processes for greater accuracy and relevance

Preferred Qualifications:

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Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets

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Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank

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Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis

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Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures

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Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints

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Exceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedback

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Prior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus

Originally posted on Himalayas