Data Analyst | Remote

Crossing Hurdles; Turkey; On-site; TRY 600,000 - 1,000,000; Full time

Job summary

Crossing Hurdles is seeking a quantitative researcher with a focus on fixed income and rates markets in Turkey. You will review AI-generated research outputs, assess methodological soundness, and provide detailed feedback on carry/roll-down mechanics and liquidity considerations.

The role requires strong Python or R skills and experience backtesting systematic strategies at financial institutions. You will collaborate with coordinators to communicate findings and improvements clearly.

Qualifications

• 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.
• Strong Python or R proficiency for quantitative research and data analysis.

Responsibilities

• 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, and unrealistic transaction cost assumptions.
• Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down.
• 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 communication.

Skills

Fixed income research

Backtesting

Python (pandas, numpy, scipy)

R

Yield-curve modeling

Carry/roll-down analytics

Relative value trading

Treasury futures

Liquidity constraints evaluation

Education

Advanced degree in quantitative field (e.g., math, statistics, finance)

Tools

Python

R

Job description

• 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, and unrealistic transaction cost assumptions.
• Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down.
• 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 communication.

Requirements

• 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, and Treasury futures.
• Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints.