14 Oct
|
Synthires
|
Canada
Quantitative Rates Researcher
Position: Quantitative Rates Researcher
Type: Contractor
Compensation: $80–$150/hour
Location: Remote
About the Opportunity
We are seeking experienced Quantitative Rates Researchers to support an algorithmic trading platform project for a leading investment bank. You’ll apply your expertise in fixed-income markets, quantitative research, and systematic trading to evaluate AI-generated research and trading strategies.
No prior AI experience is required — your quantitative finance expertise is what matters.
Key Responsibilities
- Evaluate AI-generated quantitative research and trading strategies focused on fixed-income and interest-rate markets.
- Identify methodological issues, including lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
- Assess backtesting frameworks, including rates-specific mechanics such as carry, roll-down, and contract roll conventions.
- Review the statistical rigor of signal construction, factor modeling, and alpha research.
- Evaluate model assumptions, implementation accuracy, and research validity.
- Assess strategies under realistic trading conditions, including transaction costs and liquidity constraints.
- Provide detailed written feedback and collaborate asynchronously with project coordinators.
- Help improve research evaluation methods for accuracy and reliability.
Required Qualifications
- Background in quantitative research, analysis, or consulting,
with expertise in fixed-income or rates markets.
- Experience building and backtesting systematic interest-rate strategies.
- Advanced proficiency in Python (pandas, NumPy, SciPy) or R for quantitative research and data analysis.
- Strong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures.
- Solid statistical and analytical skills, with the ability to identify methodological weaknesses.
- Experience evaluating transaction costs, liquidity, and real-world trading constraints.
- Excellent written communication, attention to detail, and ability to explain complex quantitative findings.
Preferred Qualifications
- Experience developing systematic rates strategies at a hedge fund, asset manager, or investment bank.
- Experience reviewing quantitative models against industry best practices.
- Expertise in factor modeling, alpha research, model validation, and statistical testing.
Compensation
- $80–$150/hour.
- Independent contractor engagement.
- Fully remote work.
- Approximately 100 openings available.
Application Process
1. Submit your application with relevant quantitative research and fixed-income experience.
2. Complete any required screening or evaluation.
3. Review project guidelines and research evaluation criteria during onboarding.
4. Begin evaluating quantitative research outputs and trading strategies if selected.
📌 Financial Quantitative Analyst (Remote | ) (Canada)
🏢 Synthires
📍 Canada