🌎Quantitative Rates Researcher, Remote- Contract

Role Title: Quantitative Rates Researcher Role Type: Contract Location: Remote Required Skills: • Python • R • Pandas • Numpy • Scipy • Fixed income analysis • Rates markets expertise • Systematic strategy backtesting • Yield curve modeling • Carry/roll-down analytics • Relative value trading • Sofr/eurodollar instruments • Treasury futures • Statistical rigor • Factor modeling • Alpha research • Transaction cost analysis • Liquidity assessment • Model validation • Written communication • Attention to detail • Quantitative research • Data analysis • Reviewing methodological issues (lookahead bias, overfitting, data snooping) • Collaborative communication 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 Originally posted on Himalayas