Quantitative Rates Researcher – Remote

RemoteJobsOne; Atlanta (GA); Remote; USD 110,000 - 207,000; Full time

Job summary

RemoteJobsOne is seeking a Quantitative Rates Researcher for a fully remote, worldwide role. You will assess AI-generated research and trading outputs in fixed income and rates markets, identify bias and data issues, and provide detailed feedback to improve models and evaluation processes.

The role requires strong Python or R skills, experience in backtesting, and a track record in fixed income research. Candidates across 55 countries are welcome to apply, with compensation offered on an hourly

Qualifications

• Background as a quantitative researcher, analyst, or consultant in fixed income or rates markets.
• Experience building and backtesting systematic rates strategies.
• Strong programming skills in Python or R for quantitative research.

Responsibilities

• Review AI-generated quantitative research and trading outputs focused on fixed income and rates markets.
• Identify methodological issues such as lookahead bias, overfitting, data snooping, and transaction cost assumptions.
• Evaluate backtesting frameworks with carry/roll-down and contract roll conventions.
• Scrutinize signal construction, factor modeling, and alpha research for accuracy.
• Deliver detailed written feedback on model assumptions and research soundness.
• Collaborate asynchronously with project coordinators to clarify findings and suggestions.
• Refine research evaluation processes for greater accuracy.

Skills

Python

R

Fixed income

Backtesting

Tools

Python (pandas, numpy, scipy)

Job description

Quantitative Rates Researcher – Remote (Worldwide)

IMPORTANT: after you apply, please check your email. We sendyou a link to complete your application — it is not considered until that laststep is done. If you do not see it, check your spam folder.

This is a fully remote position, open to candidates based in 55 countries, including United States, United Kingdom, Canada, Germany, India, France, Netherlands, Singapore.

Pay: $80–$150/hr

Role Title: Quantitative Rates Researcher

Role Type: Contractor

Location: Remote

We are 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