Quantitative Rates Researcher

Remote, Worldwide

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...