Quantitative Rates Researcher, Remote- Contract Remote (International)

Dover; India; Remote; INR 1,200,000 - 2,000,000; Full time

Job summary

Dover is seeking a Quantitative Rates Researcher (Contract, Remote) to review AI-generated quantitative research and trading outputs focused on fixed income and rates markets. You will assess methodological issues, backtesting frameworks, and rate-specific mechanics, delivering written feedback and collaborating asynchronously with project coordinators.

The role requires advanced Python or R skills, expertise in yield curve modeling, carry/roll-down analytics, and transaction cost

Qualifications

• Expertise in fixed income or rates markets.
• Experience in building/backtesting systematic rates strategies.
• Strong Python (pandas, numpy, scipy) or R for research and data analysis.
• Knowledge of yield curve modeling and carry/roll-down analytics.
• Ability to evaluate research under real-world trading conditions including costs and liquidity.

Responsibilities

• Review 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 for rates-specific mechanics like carry/roll-down and contract roll conventions.
• Scrutinize statistical rigor of signal construction, factor modeling, and alpha research in outputs.
• Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness.
• Collaborate asynchronously with project coordinators to clarify findings and suggestions in writing and conversation.
• Contribute to refining research evaluation processes for greater accuracy and relevance.

Skills

Quantitative research

Data analysis

Written communication

Attention to detail

Collaborative communication

Model validation

Alpha research

Transaction costs

Liquidity analysis

Lookahead bias

Tools

Python

R

Pandas

NumPy

SciPy

Job description

Role Title: Quantitative Rates Researcher

Role Type: Contract

Location: Remote

Required Skills:

• Python

• R

• Pandas

• Numpy

• Scipy

• Fixed income analysis

• Rates markets expertise

• Systematic strategy backtesting

• Yield curve modeling

• Carry/roll-down analytics

• Relative value trading

• Sofr/eurodollar instruments

• Treasury futures

• Statistical rigor

• Factor modeling

• Alpha research

• Transaction cost analysis

• Liquidity assessment

• Model validation

• Written communication

• Attention to detail

• Quantitative research

• Data analysis

• Reviewing methodological issues (lookahead bias, overfitting, data snooping)

• Collaborative communication

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