Quantitative Rates Researcher

Confidential; United States; Remote; USD 96,000 - 152,000; Full time

Job summary

Zekai is seeking a Quantitative Rates Researcher for a remote, contract role supporting a leading investment bank's algorithmic trading platform. You will review AI-generated outputs focused on fixed income and rates markets and provide detailed feedback to improve model learning.

No prior AI experience is required; domain knowledge in fixed income matters. You will document issues such as bias, data snooping, and transaction cost assumptions, and help refine research evaluation processes.

Qualifications

• Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets.
• Experience building and backtesting systematic rates strategies.
• Advanced proficiency in Python (pandas, numpy, scipy) or R.
• Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures.

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, 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

Skills

Fixed income markets

Quantitative research

Data analysis

Written feedback

Tools

Python

NumPy

Pandas

SciPy

R

Job description

Role Title: Quantitative Rates Researcher

Role Type: Contractor

Location: Remote

our partner 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

This is a 100% remote contract role, open to applicants worldwide in the countries the employer accepts.