Quantitative Rates Researcher
# Quantitative Rates Researcher **micro1** · `Remote` · `Contractor` 💼 **Уровень роли:** `Mid-level` 💰 **Компенсация:** `$80 – $150` 🕒 **Статус:** *Опубликовано: сегодня* · *Источник: Himalayas (JSON API)* --- ### Top Skills & Match 🎯 **Ключевой стек роли:** `[Quantitative-Researcher]` `[Rate-Analyst]` `[Quantitative-Research-Scientist]` `[Quantitative-Research-Analyst]` `[Senior-Quantitative-Researcher]` `[Rates-Strategist]` `[Quantitative-Analyst]` --- ### About the Role Role Title: Quantitative Rates Researcher Role Type: Contractor Location: Remote micro1 is engaging Quantitative Rates Researchers to contribute to a leading investment bank’s algorithmic trading platform project. 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
- Quantitative-Researcher
- Rate-Analyst
- Quantitative-Research-Scientist
- Quantitative-Research-Analyst
- Senior-Quantitative-Researcher
- Rates-Strategist
- Quantitative-Analyst
Наблюдалась 2026-10-10, впервые 2026-10-10, источник — Himalayas (JSON API).