Quantitative Rates Researcher

SaidGig; United States; Remote; USD 110,000 - 207,000; Full time

Job summary

SaidGig is seeking a quantitative researcher to review AI-generated research and trading outputs in fixed income and rates markets. You will assess model robustness, backtesting, and real‑world trading conditions, with a focus on rigorous, written feedback.

Remote contract engagement; strong Python (pandas, numpy, scipy) or R skills, and experience with yield-curve modeling and Treasury futures are preferred.

Qualifications

• Fixed income or rates market expertise and experience as a quantitative researcher or analyst.
• Experience building/backtesting systematic rates strategies at hedge funds or banks.
• Proficient in Python (pandas, numpy, scipy) or R.
• Knowledge of yield-curve modeling, carry/roll-down analytics, and SOFR/Eurodollar instruments.
• Ability to evaluate research under real trading conditions including costs and liquidity.
• Excellent written communication of complex quantitative findings.

Responsibilities

• Review quantitative research and trading strategy outputs focused on fixed income and rates.
• Identify methodological issues such as lookahead bias and data snooping.
• Evaluate backtesting frameworks and rate-specific mechanics.
• Assess statistical rigor of signal construction and factor modeling.
• Provide detailed written feedback on model assumptions and research soundness.
• Communicate findings clearly with project coordinators in asynchronous work.
• Help refine research-evaluation processes to improve accuracy.

Skills

Quant researcher

Rates-market expertise

Python (pandas, numpy, scipy)

Communication

Tools

Python

R

Job description

Role Overview

Apply fixed income and rates-market expertise to evaluate AI-generated quantitative research and systematic trading strategy outputs for an algorithmic trading platform. Your detailed assessments will help improve how AI systems reason about real-world quantitative finance. Prior AI experience is not required.

Key Responsibilities

• Review quantitative research and trading strategy outputs focused on fixed income and rates markets.
• Identify and document methodological issues, including lookahead bias, overfitting, data snooping, and unrealistic transaction-cost assumptions.
• Evaluate backtesting frameworks, including rates-specific mechanics such as carry and roll-down analysis and contract-roll conventions.
• Assess the statistical rigor of signal construction, factor modeling, and alpha research.
• Provide detailed written feedback on model assumptions, implementation fidelity, and research soundness.
• Communicate findings and recommendations clearly with project coordinators in asynchronous written and verbal collaboration.
• Help refine research-evaluation processes to improve accuracy and relevance.

Qualifications

• Background as a quantitative researcher, analyst, or consultant with fixed income or rates-market expertise.
• Experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank.
• Advanced proficiency in Python, including pandas, numpy, and scipy, or R for quantitative research and data analysis.
• Strong knowledge of yield-curve modeling, carry and roll-down analytics, relative-value trading, SOFR and Eurodollar instruments, and Treasury futures.
• Ability to assess research under real-world trading conditions, including transaction costs and liquidity constraints.
• Exceptional attention to detail and the ability to communicate complex quantitative findings clearly in writing.
• Experience reviewing models against quantitative-finance best practices is a plus.

Work Terms

• Remote contract engagement.
• Work centers on reviewing and assessing fixed income and rates research outputs as projects are available.

Compensation

• $80 to $150 per hour.