Quantitative Rates Researcher
micro1
Verified listingOverview
micro1 is engaging Quantitative Rates Researchers to contribute to a leading investment bank's algorithmic trading platform project. You'll review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets, identifying methodological issues and evaluating the accuracy of backtesting frameworks.
What You’ll Do
- 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
Requirements
- 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
Who Should Apply
This role suits someone with 3+ years in quantitative finance—ideally at a hedge fund or bank—who is detail-obsessed, writes clearly, and has strong opinions about research rigor. It will frustrate someone who prefers building their own systems or coding; you're auditing others' work and explaining what's wrong. It's also not a fit if you need live, real-time collaboration or mentorship—the posting emphasizes asynchronous work.
Salary Insight
The $80–$150/hr range is wide, typical for contract work spanning different experience levels and geographic regions. Researchers with deep rates market experience and a track record of identifying model failures will command the upper end. Clarify rate expectations early: emphasize your prior roles reviewing or validating models, and any instances where you caught material issues in systematic strategy implementations.
About Micro1
Platform connecting domain experts with AI training and evaluation projects, paid on a flexible contract basis.
Remote policy: Remote worldwide, excluding Afghanistan, Belarus, China, Cuba, Democratic Republic of the Congo, Hong Kong, Iran, Iraq, Libya, Macao, Myanmar, North Korea, Russia, Somalia, South Sudan, Sudan, Syria, Venezuela, Ukraine and Yemen. Individual projects may have…
How hiring works at Micro1 →Required Skills
Compensation
$80 - $150/hr
- Location
- Remote
- Engagement
- Contract
- Posted
- 2d ago
Opens micro1’s listing on MyRemoteJobs — we don’t collect applications ourselves.
About Micro1
Platform connecting domain experts with AI training and evaluation projects, paid on a flexible contract basis.
Remote policy: Remote worldwide, excluding Afghanistan, Belarus, China, Cuba, Democratic Republic of the Congo, Hong Kong, Iran, Iraq, Libya, Macao, Myanmar, North Korea, Russia, Somalia, South Sudan, Sudan, Syria, Venezuela, Ukraine and Yemen. Individual projects may have…
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Application Tip
Lead with a specific example of a subtle methodological flaw you caught in someone else's quantitative work—lookahead bias, unrealistic transaction cost assumptions, or drift in contract rolls—and explain the financial impact if it had gone undetected. This team needs a skeptic who can read code and strategy docs and spot trouble. A resume full of strategies you built is less compelling than evidence you can forensically review and critique others' work under pressure.
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