🌎Quantitative Rates Researcher, Remote- Contract

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