Quantitative Rates Researcher

Remotebridge; United States; À distance; USD 96 000 - 179 000; Plein temps

Résumé du poste

Remotebridge is seeking a Quantitative Rates Researcher for a remote contractor role. You will review AI-generated research and trading outputs related to fixed income and rates, identifying biases and backtesting issues while documenting findings for senior researchers.

The position requires strong Python or R skills and experience with rate-market analytics, carry/roll-down concepts, and yield curve modeling. You will communicate clearly in written feedback and help refine evaluation processes.

Qualifications

• Background as a quantitative researcher or analyst in fixed income or rates markets.
• Experience backtesting systematic rates strategies is highly desired.
• Strong Python or R skills for quantitative research and data analysis.

Responsabilités

• Review AI-generated quantitative research and trading outputs focused on fixed income and rates markets.
• Identify methodological issues (lookahead bias, overfitting, data snooping, costs).
• Evaluate backtesting frameworks for rates-specific mechanics (carry/roll-down, roll conventions).
• Assess statistical rigor of signal construction, factor modeling, and alpha research.
• Deliver written feedback on model assumptions and research soundness.
• Collaborate asynchronously with project coordinators via clear written communication.
• Refine research evaluation processes for improved accuracy.

Connaissances

Python

Pandas

NumPy

SciPy

R

Outils

Python IDE

Jupyter

Description du poste

Role Title: Quantitative Rates Researcher

Role Type: Contractor

Location: Remote

Our team 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