Role Title: Quantitative Rates Researcher
Role Type: Contractor
Location: Remote
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 markets
- Identify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions
- Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions
- 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 written and verbal communication
- Contribute 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 markets
- Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank
