🌎Quantitative Rates Researcher, Remote- Contract
Core
Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets, identifying methodological issues and evaluating statistical rigor.
Role type
Contract quantitative rates researcher (AI evaluation)
Builds
Research evaluation processes for AI systems
Domain
Fixed income and rates markets
Deliverable
production ML models
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
Preferred skills
Background as a quantitative researcher/analyst/consultant in fixed income or rates markets, Experience building/backtesting systematic rates strategies at a hedge fund/asset manager/bank, Advanced proficiency in Python/R for quantitative research, Understanding of yield curve modeling and relative value trading, Experience assessing models for compliance with best practices in quantitative finance
Technologies
Python, R, Pandas, Numpy, Scipy
Responsibilities
Review and assess AI-generated quantitative research and trading strategy outputs, Identify and document methodological issues such as lookahead bias and overfitting, Evaluate the accuracy of backtesting frameworks, Scrutinize the statistical rigor of signal construction and factor modeling, Deliver detailed written feedback on model assumptions and research soundness, Collaborate asynchronously with project coordinators to clarify findings
Seniority
Mid-level, hands-on IC