We are seeking an experienced Quantitative Rates Researcher to support a leading investment bank’s algorithmic trading platform project.
The role involves evaluating AI-generated quantitative research and systematic trading strategies focused on fixed income and interest rate markets. The ideal candidate will bring strong expertise in quantitative finance, rates markets, statistical modeling, and backtesting methodologies to assess research quality, validate assumptions, and identify methodological flaws.
Prior experience with AI systems is not required. Robust domain expertise in quantitative finance and interest rate markets is the primary requirement.
Key Responsibilities
• Review and evaluate quantitative research outputs and systematic trading strategies focused on fixed income and interest rate markets.
• Identify research and backtesting issues, including lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
• Evaluate backtesting frameworks, including rates-specific mechanics such as carry, roll-down analytics,
and contract roll conventions.
• Assess the statistical rigor of signal construction, factor modeling, and alpha research.
• Review yield curve models, relative value strategies, and interest rate trading instruments.
• Validate model assumptions, implementation accuracy, and research methodologies.
• Evaluate strategies under realistic market conditions, accounting for transaction costs, liquidity constraints, and execution assumptions.
• Provide detailed written feedback with actionable recommendations to improve research quality and accuracy.
• Collaborate asynchronously with project coordinators to clarify findings and communicate technical insights.
• Contribute to improving quantitative research evaluation methodologies.
Required Skills And Qualifications
• 7+ years of experience in quantitative research, quantitative analysis, or quantitative finance.
• Strong expertise in fixed income anal