About the role
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