Quantitative Rates Researcher

• 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

• No prior experience in AI is required — your domain knowledge is what matters.

• 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

Also listed: written communication, attention to detail.

Project and contracting process: the hiring partner. Applications continue on the provider's website.