The Role
Evaluates AI-generated quantitative research and systematic fixed-income trading strategies. Reviews backtesting methodologies, yield curve models, carry and roll-down analytics, relative-value strategies, statistical rigor, transaction costs, liquidity assumptions, and implementation accuracy. Identifies flaws such as lookahead bias, overfitting, and data snooping, then provides actionable written feedback. Requires extensive quantitative finance expertise, rates-market knowledge, and proficiency in Python or R.
Summary Generated by Built In
Job Summary
We are seeking an experienced Quantitative Rates Researcher to support a leading investment bank’s algorithmic trading platform project.
The role involves evaluating AI-generated quantitative research and systematic trading strategies focused on fixed income and interest rate markets. The ideal candidate will bring strong expertise in quantitative finance, rates markets, statistical modeling, and backtesting methodologies to assess research quality, validate assumptions, and identify methodological flaws.
Prior experience with AI systems is not required. Strong domain expertise in quantitative finance and interest rate markets is the primary requirement.
Key Responsibilities- Review and evaluate quantitative research outputs and systematic trading strategies focused on fixed income and interest rate markets.
- Identify research and backtesting issues, including lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
- Evaluate backtesting frameworks, including rates-specific mechanics such as carry, roll-down analytics, and contract roll conventions.
- Assess the statistical rigor of signal construction, factor modeling, and alpha research.
- Review yield curve models, relative value strategies, and interest rate trading instruments.
- Validate model assumptions, implementation accuracy, and research methodologies.
- Evaluate strategies under realistic market conditions, accounting for transaction costs, liquidity constraints, and execution assumptions.
- Provide detailed written feedback with actionable recommendations to improve research quality and accuracy.
- Collaborate asynchronously with project coordinators to clarify findings and communicate technical insights.
- Contribute to improving quantitative research evaluation methodologies.
- 7+ years of experience in quantitative research, quantitative analysis, or quantitative finance.
- Strong expertise in fixed income analysis and interest rate markets.
- Advanced proficiency in Python or R for quantitative research and data analysis.
- Hands-on experience with Python libraries such as Pandas, NumPy, and SciPy.
- Strong understanding of systematic trading strategy development and backtesting.
- Experience with yield curve modeling and carry/roll-down analytics.
- Knowledge of relative value trading strategies and interest rate market instruments.
- Familiarity with SOFR and Eurodollar instruments, as well as Treasury futures.
- Strong knowledge of statistical analysis, factor modeling, and alpha research.
- Understanding of transaction costs, liquidity constraints, and realistic trading assumptions.
- Ability to identify lookahead bias, overfitting, data snooping, and other research methodology flaws.
- Excellent analytical, written communication, and problem-solving skills.
- Ability to communicate complex quantitative concepts clearly and work effectively with distributed teams.
- Experience as a Quantitative Researcher, Quantitative Analyst, or Consultant specializing in fixed income or interest rate markets.
- Experience developing and backtesting systematic rates strategies at a hedge fund, asset management firm, or investment bank.
- Strong practical knowledge of rates trading, yield curve dynamics, and quantitative modeling.
- Experience reviewing and validating quantitative models against established quantitative finance best practices.
- Demonstrated ability to assess research quality, implementation fidelity, model assumptions, and statistical robustness.
Skills Required
- 7+ years of experience in quantitative research, quantitative analysis, or quantitative finance
- Strong expertise in fixed income analysis and interest rate markets
- Advanced proficiency in Python or R for quantitative research and data analysis
- Hands-on experience with Pandas, NumPy, and SciPy
- Experience developing and backtesting systematic trading strategies
- Experience with yield curve modeling and carry/roll-down analytics
- Knowledge of relative-value trading strategies and interest rate market instruments
- Familiarity with SOFR, Eurodollar instruments, and Treasury futures
- Strong knowledge of statistical analysis, factor modeling, and alpha research
- Understanding of transaction costs, liquidity constraints, and realistic trading assumptions
- Ability to identify lookahead bias, overfitting, data snooping, and other research methodology flaws
- Excellent analytical, written communication, and problem-solving skills
- Ability to communicate complex quantitative concepts clearly and work effectively with distributed teams
- Experience as a Quantitative Researcher, Quantitative Analyst, or fixed-income or interest-rate Quantitative Finance Consultant
- Experience developing and backtesting systematic rates strategies at a hedge fund, asset manager, or investment bank
- Strong practical knowledge of rates trading, yield curve dynamics, and quantitative modeling
- Experience reviewing and validating quantitative models against quantitative finance best practices
- Demonstrated ability to assess research quality, implementation fidelity, model assumptions, and statistical robustness
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The Company
What We Do
Techdome is a technology consultancy and IT solutions provider founded in 2020. It helps businesses modernize operations and navigate digital transformation through scalable, end-to-end services spanning planning, building, designing, developing, and launching technology solutions, alongside AI, cloud computing, automation, data engineering, machine learning, custom large language models, and cybersecurity. Its mission is to make complex technology accessible and support business growth across diverse industries and markets.
