Data Analyst | Remote

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• Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets.
  
• Identify and document methodological issues such as lookahead bias, overfitting, and unrealistic transaction cost assumptions.
  
• Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down.
  
• Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs.
  
• Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness.
  
• Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear communication.
  

Position:

Quantitative Rates Researcher

Type:

Contract

Compensation:

$80 - $150/hour

Location:

Remote

Commitment:

10-40 hrs/week

Role Responsibilities

• 
  
• Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets.
  
• Identify and document methodological issues such as lookahead bias, overfitting, and unrealistic transaction cost assumptions.
  
• Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down.
  
• Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs.
  
• Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness.
  
• Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear communication.
  

Requirements

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• Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets.
  
• Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank.
  
• Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis.
  
• Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, and Treasury futures.
  
• Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints. xuezdbg
  

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Des options de télétravail/travail à domicile sont disponibles pour ce poste.