Remote Quant Rates Researcher (Fixed Income & AI)

SaidGig; United States; A distancia; USD 110.000 - 207.000; Jornada completa

Descripción de la vacante

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.

Formación

• 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.

Responsabilidades

• 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.

Conocimientos

Quant researcher

Rates-market expertise

Python (pandas, numpy, scipy)

Communication

Herramientas

Python

R

Descripción del empleo

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.