Quantitative Rates Researcher
Posted 1 day ago
You'll complete your application on micro1's career site.
About the Role
We are seeking Quantitative Rates Researchers to join an initiative focused on an algorithmic trading platform for a top-tier investment bank. You will leverage your professional experience to assist in training advanced artificial intelligence systems. Your main objective is to utilize your specialized financial market knowledge to guide the learning and reasoning processes of these models; previous AI experience is unnecessary, as your domain expertise is the primary necessity. This is a fully remote position. You will play a vital role in verifying that research and trading strategies adhere to high standards of reliability. By analyzing research methodologies and model assumptions, you will help refine sophisticated tools intended to enhance algorithmic trading effectiveness within the fixed income and rates sectors.
Requirements
- You should have a professional history as a consultant, analyst, or quantitative researcher with substantial knowledge of the rates or fixed income industries.
- You must possess proven experience in the development and backtesting of systematic rates strategies at an asset manager, bank, or hedge fund.
- You are required to be proficient in R or Python, including data analysis and research libraries such as scipy, numpy, and pandas.
- You need a comprehensive understanding of Treasury futures, Eurodollar and SOFR instruments, relative value trading, carry and roll-down analytics, and yield curve modeling.
- You must demonstrate strong attention to detail, the capability to communicate complex insights through clear writing, and the ability to evaluate research within the context of liquidity constraints and transaction costs.
- Previous experience reviewing models or ensuring adherence to quantitative finance standards is highly beneficial.
Responsibilities
- You will examine and evaluate AI-produced quantitative research and trading strategies centered on rates and fixed income markets.
- You will pinpoint and record errors in methodology, such as data snooping, lookahead bias, overfitting, and inaccurate transaction cost projections.
- You will verify the precision of backtesting setups, focusing on rates-related elements like roll conventions, carry, and roll-down mechanics.
- You will assess the statistical validity of alpha research, factor modeling, and signal development within the submitted work.
- You will provide thorough written assessments covering implementation quality, model assumptions, and overall research integrity.
- You will engage in asynchronous communication with project leads to explain your evaluations and assist in improving research assessment procedures.
Note: This listing is summarized and paraphrased by WorkNow from a publicly posted role. For the original wording and full details, please refer to the employer's official posting.
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