Quantitative Rates Researcher

You will evaluate AI-generated quantitative research and systematic trading strategy outputs for fixed income and rates markets. The work requires careful review of research methods, backtesting accuracy, implementation details, and real-world trading assumptions.

You will also give clear written and verbal feedback and help improve research evaluation processes for accuracy and practical relevance.

• Review AI-generated quantitative research and trading strategies for fixed income and rates markets.
• Identify lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
• Evaluate carry, roll-down mechanics, contract roll conventions, signal construction, factor models, and alpha research.
• Assess backtests against liquidity limits, transaction costs, and other real-world trading conditions.
• Write concise feedback on assumptions, implementation fidelity, statistical rigor, and research quality.

What It Pays And Takes

This is a part-time contractor opportunity for specialized AI training and research evaluation work. The listed experience level is entry level, and the role requires professional quantitative research expertise in fixed income or rates markets.

• Pay: $80-$150 per hour.
• Work type: Part-time contractor role.
• Professional fluency in English.
• Open to candidates in the United Arab Emirates, Argentina, Austria, Bangladesh, Belgium, Bahrain, Brazil, Canada, Switzerland, Chile, Colombia, Germany, Denmark, Algeria, Egypt, Spain, France, United Kingdom, Ghana, and Greece.
• Also open to candidates in Indonesia, India, Italy, Jordan, Japan, Kenya, Kyrgyzstan, Kuwait, Kazakhstan, Lebanon, Sri Lanka, Morocco, Mexico, Malaysia, Nigeria, Netherlands, Oman, Peru, Philippines, Pakistan, Palestinian Territories, Portugal, Qatar, Saudi Arabia, Singapore, Thailand, Tunisia, Taiwan, United States, Uzbekistan, Vietnam, and South Africa.
• Background as a quantitative researcher, analyst, or consultant in fixed income or rates markets.
• Experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank.
• Advanced Python skills, including pandas, NumPy, and SciPy, or strong R skills for quantitative research and data analysis.
• Strong knowledge of yield curve modeling, carry and roll-down analytics, relative value trading, SOFR or Eurodollar instruments, and Treasury futures.
• Careful judgment, strong attention to detail, and the ability to explain complex quantitative findings clearly.
• Experience with model validation, methodological review, and quantitative finance best practices is helpful.

How It Works

Apply on OpenTrain with your resume, then complete the application on the hiring site.

About AI Training Work

AI training is the human work behind systems that learn from examples and feedback. In this role, experienced finance professionals review AI-generated research and help improve how models reason about quantitative problems.