Opis
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 mod
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