Quantitative Rates Researcher

About the role

Review AI-generated quantitative research and trading strategies for fixed income and rates markets, identifying methodological flaws and assessing backtesting accuracy, statistical rigor, and real-world trading assumptions. Provide detailed written feedback on research quality and collaborate with project coordinators to improve evaluation processes. Candidates should have quantitative research experience and expertise in fixed income or rates, ideally including systematic strategy development and backtesting at a financial institution. Advanced Python or R skills and knowledge of rates instruments, yield curves, carry and roll-down, transaction costs, liquidity, and quantitative research best practices are preferred.