Quantitative Rates Researcher

Role Title

Quantitative Rates Researcher

Role Type

Contractor

Location

Remote

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.

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