Quantitative Rates Researcher - vaga remota

A empresa micro1 está com uma vaga aberta de Quantitative Rates Researcher. A posição fica na área de Dados e analytics e é totalmente remota. A empresa não impõe restrição sobre onde o candidato mora, então você pode se candidatar de onde estiver.

O anúncio destaca Python, então a experiência com essa ferramenta é o que vai pesar.

A empresa publicou a remuneração: $80 - $150 por hora. O anúncio não impõe condição nenhuma de horário.

Esta vaga passou por uma verificação automática: anúncios que exigem autorização de trabalho estrangeira, patrocínio de visto, uma nacionalidade específica ou residência em um país indicado não entram na lista.

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