Quantitative Rates Researcher
Listing checked October 10, 2026 · pay as published by Micro1
Overview
micro1 is hiring Quantitative Rates Researchers to support a leading investment bank's algorithmic trading platform. You will review AI-generated research and trading strategies for fixed income and rates markets, spotting flaws like lookahead bias, overfitting, and unrealistic cost assumptions. Your domain knowledge in yield curve modeling, carry/roll-down analytics, and SOFR/Eurodollar instruments will directly shape how AI models learn and reason. No AI experience is needed. This is a remote contractor role with flexible hours.
What You'll Do7
- 1Evaluate AI-generated quantitative research and trading strategies for fixed income and rates markets.
- 2Flag methodological problems such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
- 3Check the accuracy of backtesting frameworks, especially rates-specific mechanics like carry/roll-down and contract roll conventions.
- 4Assess the statistical rigor of signal construction, factor modeling, and alpha research in the outputs.
- 5Write detailed feedback on model assumptions, implementation fidelity, and overall research soundness.
- 6Work asynchronously with project coordinators to clarify findings and suggestions.
- 7Help refine research evaluation processes to improve accuracy and relevance.
Requirements7
- 1Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets.
- 2Proven experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank.
- 3Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis.
- 4Strong grasp of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures.
- 5Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints.
- 6Exceptional attention to detail and ability to explain complex quantitative findings in clear, concise written feedback.
- 7Prior experience reviewing models for compliance with best practices in quantitative finance is a plus.
Who Should Apply
This role suits someone with hands-on experience in rates trading research, ideally from a hedge fund, asset manager, or bank, who can spot subtle flaws in backtests and explain them in writing. You should be fluent in Python or R and comfortable with yield curve modeling, carry/roll-down, and SOFR/Eurodollar instruments. The work is less suitable for generalist data scientists without fixed income exposure or for those who prefer building models over critiquing them. Candidates often get rejected when they cannot point to specific rates strategies they have backtested, or when their feedback lacks concrete examples of methodological issues like lookahead bias or unrealistic cost assumptions.
Salary Insight
The compensation for this contractor role is $80 to $150 per hour, as stated in the job posting. No other pay details are provided.
Pay and demand for Banking, Lending & Investment roles
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$98/hour
This role
$80–$150/hr
Most Banking, Lending & Investment roles pay $68–$129 per hour. This role's pay falls inside that range.
Based on 67 similar roles that publish pay · 5 publish only a top rate; those count at the rate they gave
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Most requested skills · share of roles
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- investment banking19%
- accounting16%
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Compensation
$80–150/hr
Required Skills
Application Tip
In your application, highlight a specific systematic rates strategy you built or reviewed, and describe how you identified and fixed a methodological flaw such as lookahead bias or unrealistic transaction costs. Quantify the impact if possible, for example by noting the Sharpe ratio improvement after correcting the issue.
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