Quantitative Rates Researcher

Quantitative Rates Researcher

Employment Type: Contractor
Work Arrangement: Remote

Compensation

Hourly Rate: $80–$150 per hour

Annualized Full-Time Equivalent: $153,600–$288,000 per year

The annualized figure is based on 40 hours per week and 48 working weeks per year. Actual earnings depend on project availability, tasks completed, and hours worked.

About the Role

We are seeking experienced Quantitative Rates Researchers to evaluate quantitative research and systematic trading strategies focused on fixed-income and interest-rate markets.

In this remote contract role, you will assess the soundness of quantitative research, examine strategy backtesting methodologies, and identify statistical or implementation issues that could undermine trading results. You will apply your expertise in rates markets, quantitative modeling, and research validation to provide detailed feedback on research outputs.

This opportunity is suited to professionals with hands-on experience in quantitative finance and systematic rates strategies. Previous AI experience is not required.

Key Responsibilities

• Review and assess quantitative research and trading strategy outputs focused on fixed-income and rates markets.

• Identify methodological weaknesses, including lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.

• Evaluate backtesting frameworks, with particular attention to carry and roll-down calculations and contract roll conventions.

• Assess the statistical rigor of signal construction, factor modeling, and alpha research.

• Examine model assumptions, implementation accuracy, and the overall soundness of quantitative research.

• Evaluate strategies under realistic trading conditions, including transaction costs and liquidity constraints.

• Provide detailed written feedback on research findings, methodological issues, and potential improvements.

• Communicate findings and recommendations clearly with project coordinators.

• Contribute to improving research evaluation processes for greater accuracy and relevance.

Required Qualifications

• Background in quantitative research, quantitative analysis, or consulting involving fixed-income or interest-rate markets.

• Strong expertise in fixed-income analysis and rates market dynamics.

• Advanced proficiency in Python or R for quantitative research and data analysis.

• Experience using Python libraries such as pandas, NumPy, and SciPy.

• Understanding of systematic strategy backtesting and quantitative research methodologies.

• Knowledge of yield curve modeling, carry and roll-down analytics, and relative-value trading.

• Familiarity with SOFR and Eurodollar instruments and Treasury futures.

• Strong understanding of statistical rigor, factor modeling, and alpha research.

• Ability to evaluate transaction cost assumptions and liquidity considerations.

• Strong written communication, collaborative communication, and attention to detail.

Preferred Qualifications

• Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank.

• Experience assessing or reviewing quantitative models against established quantitative finance best practices.

• Experience identifying methodological weaknesses in quantitative research and trading strategy evaluations.

• Ability to communicate complex quantitative findings in clear, concise written feedback.

Key Skills

• Quantitative Research

• Fixed-Income Analysis

• Rates Markets

• Python

• R

• pandas, NumPy, and SciPy

• Systematic Strategy Backtesting

• Yield Curve Modeling

• Carry and Roll-Down Analytics

• Relative-Value Trading

• SOFR and Eurodollar Instruments

• Treasury Futures

• Statistical Analysis

• Factor Modeling

• Alpha Research

• Transaction Cost Analysis

• Liquidity Assessment

• Model Validation

• Data Analysis

• Research Methodology Review

• Written Communication

• Attention to Detail

Work Environment

This is a remote contract role focused on evaluating quantitative research and systematic trading strategies in fixed-income and rates markets.

The work involves reviewing research outputs, scrutinizing quantitative methodologies, documenting findings, and communicating feedback asynchronously with project coordinators.

What Success Looks Like

Success means identifying methodological flaws, evaluating backtesting accuracy, and providing clear, technically rigorous feedback on quantitative research. Your assessments should help improve the accuracy, reliability, and relevance of research evaluation across systematic rates strategies.