{"html":"<p>Role Title: Quantitative Rates Researcher</p><p>Role Type: Contractor</p><p>Location: Remote</p><p>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.</p><p>Scope of Work</p><ul><li>Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets</li><li>Identify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions</li><li>Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions</li><li>Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs</li><li>Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness</li><li>Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communication</li><li>Contribute to the refinement of research evaluation processes for greater accuracy and relevance</li></ul><p>Preferred Qualifications</p><ul><li>Background as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets</li><li>Demonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank</li><li>Advanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis</li><li>Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures</li><li>Comfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints</li><li>Exceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedback</li><li>Prior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus</li></ul>"}