Quantitative Rates Researcher
Position: Quantitative Rates Researcher
Type: Contractor
Compensation: $80–$150/hour
Location: RemoteAbout the Opportunity
We are seeking experienced Quantitative Rates Researchers to support an algorithmic trading platform project for a leading investment bank. You’ll apply your expertise in fixed-income markets, quantitative research, and systematic trading to evaluate AI-generated research and trading strategies. No prior AI experience is required — your quantitative finance expertise is what matters.
Key Responsibilities:
Evaluate AI-generated quantitative research and trading strategies focused on fixed-income and interest-rate markets.
Identify methodological issues, including lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
Assess backtesting frameworks, including rates-specific mechanics such as carry, roll-down, and contract roll conventions.
Review the statistical rigor of signal construction, factor modeling, and alpha research.
Evaluate model assumptions, implementation accuracy, and research validity.
Assess strategies under realistic trading conditions, including transaction costs and liquidity constraints.
Provide detailed written feedback and collaborate asynchronously with project coordinators.
Help improve research evaluation methods for accuracy and reliability.
Required Qualifications:
Background in quantitative research, analysis, or consulting, with expertise in fixed-income or rates markets.
Experience building and backtesting systematic interest-rate strategies.
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.
Strong statistical and analytical skills, with the ability to identify methodological weaknesses.
Experience evaluating transaction costs, liquidity, and real-world trading constraints.
Excellent written communication, attention to detail, and ability to explain complex quantitative findings.
Preferred Qualifications:
Experience developing systematic rates strategies at a hedge fund, asset manager, or investment bank.
Experience reviewing quantitative models against industry best practices.
Expertise in factor modeling, alpha research, model validation, and statistical testing.
Compensation$80–$150/hour.
Independent contractor engagement.
Fully remote work.
Approximately 100 openings available.
Application Process:
Submit your application with relevant quantitative research and fixed-income experience.
Complete any required screening or evaluation.
Review project guidelines and research evaluation criteria during onboarding.
Begin evaluating quantitative research outputs and trading strategies if selected.
