Quantitative Rates Researcher - Remote

Role Title: Quantitative Rates Researcher Role Type: Contractor Location: Remote Required Skills python r pandas numpy scipy 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 micro1 is engaging Quantitative Rates Researchers to contribute to a leading investment bank s algorithmic trading platform project. In this role, you'll apply your expertise to help train next-generation AI systems. Your work will shape how models learn, reason, and perform through high-quality, real-world input. No prior experience in AI is required your domain knowledge is what matters. Scope of Work Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates marketsIdentify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptionsEvaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventionsScrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputsDeliver detailed written feedback on model assumptions, implementation fidelity, and research soundnessCollaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communicationContribute to the refinement of research evaluation processes for greater accuracy and relevance Preferred Qualifications Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates marketsDemonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bankAdvanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysisStrong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futuresComfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraintsExceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedbackPrior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus