salary : $80 – $150/hr , Experience : 0-5 years

Location : Remote , Work from home

Job type : Freelancer / Contract

Quantitative Rates Researcher Remote Freelancer job :

Required Skills

PythonRPandas

NumpyScipy

Fixed income analysis

Rates markets expertise

Systematic strategy backtesting

Yield curve modeling

Carry/roll-down analytics

Relative value trading

Sofr/eurodollar instruments

Treasury futures
Statistical rigor

Factor modeling

Alpha research

Transaction cost analysis

Liquidity assessment

Model validation

Written communication

Attention to detail

Quantitative research

Data analysis

Reviewing methodological issues (lookahead bias, overfitting, data snooping)

Collaborative communication

Scope of Work

1. Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets
2. Identify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions
3. Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions
4. Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs
5. Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness
6. Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communication
7. Contribute to the refinement of research evaluation processes for greater accuracy and relevance

Preferred Qualifications

1. Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets
2. Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank
3. Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis
4. Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures
5. Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints
6. Exceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedback
7. Prior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus