Quantitative Rates Researcher

What you'll do

This is peer review for a model that writes quant research. micro1's customer is a leading investment bank building out an algorithmic trading platform, and the AI it is training produces fixed income and rates research and strategy outputs. Your job is to read those outputs the way a skeptical head of research would.

The ad lists the failure modes it cares about, which is useful because it tells you what the review actually looks like:

• Methodological problems: lookahead bias, overfitting, data snooping, and transaction cost assumptions that would not survive a real execution desk
• Backtest fidelity on rates-specific mechanics, especially carry and roll-down and how contract rolls are handled
• Statistical rigor in signal construction, factor modeling and alpha research
• Whether the stated assumptions match what the code or method actually does

You write detailed feedback on each output, clarify findings with project coordinators asynchronously (in writing, and sometimes verbally), and help refine how the research is evaluated.

Who fits

• A quantitative researcher, analyst or consultant whose specialism is fixed income or rates
• Hands-on experience building and backtesting systematic rates strategies at a hedge fund, asset manager or bank
• Advanced Python (pandas, numpy, scipy) or R for research and data analysis
• Working knowledge of yield curve modeling, carry and roll-down analytics, relative value, SOFR and Eurodollar instruments, and Treasury futures
• Comfort judging research against real trading conditions, including transaction costs and liquidity
• The ability to explain a quantitative flaw in a few clear sentences

Experience reviewing models against quant best practice (a model validation background, for example) is listed as a plus. No prior AI experience is required.

The listing is written as "preferred qualifications" rather than hard requirements, but the bar it describes is a working rates quant. A generalist equity quant would be stretching.

What it pays

$80–150/hour, micro1's published band. The ad gives no basis for where you land in a $70-wide range, no weekly hours and no project length. Expect the upper end to track how much systematic rates experience you can show in screening.

Worth knowing

Good:

• 100 openings, flagged as new on the board
• The review criteria are concrete, so you know what kind of critique is wanted before you apply
• Work that rewards exactly the instincts a good rates quant already has: distrust of a pretty backtest
• micro1 posted a sister role for rates traders on the same bank project, so the customer is staffing both research and desk perspectives

Less good:

• Wide pay band with no stated placement criteria
• No hours, duration or compensation mechanism published
• If you currently work at a bank or fund, check your employer's outside-activity and confidentiality policies first
• Contractor engagement: no benefits, no notice period, your own tax to manage

About this listing

Posted by micro1 on its own jobs portal and read on 12 October 2026. The $80–150/hour band, 100 openings and skills list are its published text. Location is given only as remote, with no country restriction. Payment terms and schedule are not published on the listing. See micro1.