🌎Quantitative Rates Researcher, Remote- Contract

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