Quantitative Rates Researcher
About the role
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.
What you'll do
- 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
Requirements
- Preferred: Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets
- Preferred: Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank
- Preferred: Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis
- Preferred: Strong understanding of yield curve modeling, carry/roll down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures
- Preferred: Comfort evaluating research under real world trading conditions, including transaction costs and liquidity constraints
- Preferred: Exceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedback
- Preferred: Prior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus
About micro1
micro1 is a data lab that helps AI labs and large companies train AI models and agents. It finds and checks skilled people from many fields, like law, medicine, finance and coding, to produce the training data that makes AI work better.
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