Quantitative Rates Researcher

You will evaluate AI-generated quantitative research and systematic trading strategy outputs for fixed income and rates markets. Your feedback will focus on whether the research is methodologically sound, accurately implemented, and realistic for trading.

The work combines quantitative finance judgment with careful written and verbal communication. You will also help improve research evaluation processes.

• Review AI-generated quantitative research and systematic rates strategies.
• Identify lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
• Evaluate backtests, including carry, roll-down mechanics, and contract roll conventions.
• Review signal construction, factor models, alpha research, and statistical rigor.
• Assess liquidity, transaction costs, and other real-world trading conditions.
• Provide detailed written feedback on assumptions, implementation fidelity, and research quality.
• Explain findings and recommendations clearly in writing and conversation.

This is a part-time contractor opportunity focused on specialized AI training and research evaluation.

• Language: Professional fluency in English.
• Background: Professional experience as a quantitative researcher, analyst, or consultant in fixed income or rates markets.
• Strategy experience: Experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank.
• Programming: Advanced Python skills, including pandas, NumPy, and SciPy, or R skills for quantitative research and data analysis.
• Market knowledge: Yield curve modeling, carry and roll-down analytics, relative value trading, SOFR or Eurodollar instruments, and Treasury futures.
• Judgment: Ability to assess research under realistic trading conditions, including liquidity limits and transaction costs.
• Communication: Exceptional attention to detail and the ability to explain complex quantitative findings in concise written feedback.