Role: Quantitative Rates Researcher
Job Type: Contract
Work Mode: Fully Remote
Compensation: $80–$150 per hour
About the Prospect
We are seeking experienced Quantitative Rates Researchers to contribute to a specialized project focused on evaluating quantitative research and algorithmic trading strategies in fixed-income and interest-rate markets.
In this role, you will assess AI-generated quantitative research, validate trading methodologies, identify statistical and implementation issues, and provide expert feedback to improve the quality and reliability of AI-driven research systems.
Prior AI experience is not required. Strong expertise in quantitative finance, systematic trading, and rates markets is essential.
Key Responsibilities
• Review and evaluate AI-generated quantitative research and trading strategy outputs focused on fixed-income and interest-rate markets.
• Identify and document methodological issues, including lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
• Evaluate systematic strategy backtesting frameworks,
including rates-specific mechanics such as carry, roll-down, and contract roll conventions.
• Assess the statistical rigor of signal construction, factor modeling, alpha research, and strategy validation.
• Review yield curve modeling, relative value trading approaches, and interest-rate trading methodologies.
• Evaluate the accuracy and reliability of quantitative models under realistic market conditions.
• Assess transaction costs, liquidity constraints, and other practical considerations affecting strategy performance.
• Provide detailed written feedback on model assumptions, implementation accuracy, research methodology, and overall strategy soundness.
• Collaborate with project coordinators to clarify findings, communicate recommendations, and resolve methodological questions.
• Contribute to improving research evaluation processes, analytical standards, and quality assurance.
Required Qualif
📌 Quantitative Rates Researcher (India)
🏢 Kaliper
📍 India