AI training and LLM evaluation jobs
Quantitative Rates Researcher
Apply on micro1 ↗View source posting ↗
Quantitative rates researchers will scrutinize AI-generated fixed-income research and trading strategies for methodological and implementation errors. Reviews cover lookahead bias, overfitting, data snooping, transaction costs, carry and roll-down, contract rolls, factor construction, and statistical rigor. Candidates should have built and backtested systematic rates strategies at a bank, hedge fund, or asset manager, with strong Python or R skills. Knowledge of yield curves, relative-value trading, SOFR or Eurodollar instruments, Treasury futures, liquidity, and real trading constraints is expected.
Responsibilities
- 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
Requirements
- 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
Eligibility
Bangladesh · Hong Kong · India · Indonesia · Japan · Kazakhstan · Kyrgyzstan · Malaysia · Pakistan · Philippines · Singapore · Sri Lanka · Taiwan · Thailand · Uzbekistan · Vietnam · Austria · Belarus · Belgium · Denmark · France · Germany · Greece · Italy · Netherlands · Portugal · Russia · Spain · Switzerland · United Kingdom · Argentina · Brazil · Chile · Colombia · Mexico · Peru · Algeria · Bahrain · Egypt · Iraq · Jordan · Kuwait · Lebanon · Libya · Morocco · Oman · Palestine · Qatar · Saudi Arabia · Tunisia · United Arab Emirates · United States · Canada · Nigeria · Kenya · South Africa · Ghana · Ethiopia