Quantitative Rates Researcher

Experienced rates quants can apply their fixed income knowledge to reviewing research and trading strategies that AI models produce. The contract suits researchers, analysts, and consultants who have run systematic rates strategies and know where backtests tend to go wrong. The work supports an AI project tied to the algorithmic trading platform of a major investment bank.

What you'll do

• Check AI-written rates research for flaws such as lookahead bias, overfitting, and data snooping
• Test whether backtests handle carry/roll-down, contract rolls and trading costs realistically
• Judge the statistical quality of signals, factor models and alpha research
• Write detailed feedback and talk through findings asynchronously with project coordinators

What you'll need

• A track record of designing and testing systematic rates strategies at a bank, hedge fund, or asset manager
• Advanced Python with pandas, NumPy and SciPy, or R
• Solid command of Treasury futures, SOFR/Eurodollar instruments, yield curve modeling and relative value trading
• Clear, concise writing and close attention to detail

Good to know

• Contract engagement, fully remote
• Pay ranges from $80 to $150 per hour
• No previous AI experience is needed
• Experience reviewing models against quant finance best practices is a plus