Quantitative Rates Researcher

Remolity, Inc.; United States; Remote; USD 120,000 - 180,000; Full time

Job summary

Remolity, Inc. is seeking a sharp Quantitative Rates Researcher to contribute to an innovative trading platform. You will review AI-generated outputs focused on fixed income and rates, and provide clear, data-driven feedback.

No prior AI experience required; your quantitative expertise, backtesting know-how, and precise written critique will shape how models learn and perform in real-world conditions. Candidates with Python or R experience, strong attention to detail, and experience evaluating

Qualifications

• Experience in building and backtesting systematic rates strategies.
• Ability to assess model robustness and data integrity.
• Strong written feedback and communication skills.

Responsibilities

• Review AI-generated research on fixed income and rates markets.
• Identify issues like lookahead bias and overfitting.
• Evaluate backtesting frameworks for rates mechanics.
• Scrutinize signal construction, factor modeling, and alpha research.
• Provide detailed written feedback on model assumptions and implementation fidelity.
• Collaborate with project coordinators to clarify findings and recommendations.
• Refine research evaluation processes for greater accuracy.

Skills

Quantitative research

Fixed income expertise

Written communication

Education

Advanced degree in a quantitative field

Tools

Python (pandas, numpy, scipy)

R

Job description

micro1 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.

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

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