Quantitative Rates Researcher at micro1
posted 1 hour agoQuantitative Rates Researcher | $80-150/hr | Remote (Contractor)
About the role
Micro1 is hiring a quantitative researcher specialising in rates markets on a remote contract basis. You will conduct quantitative research and data analysis focused on fixed income and interest rate instruments.
What the work involves
- Fixed income analysis and rates markets research, including SOFR/Eurodollar instruments and Treasury futures
- Yield curve modeling and carry/roll-down analytics
- Systematic strategy backtesting and relative value trading analysis
- Alpha research and factor modeling
- Transaction cost analysis and liquidity assessment
- Model validation and reviewing methodological issues such as lookahead bias, overfitting and data snooping
Skills required
- Strong programming skills in Python and R, with pandas, NumPy and SciPy
- Expertise in rates markets and fixed income analysis
- Statistical rigor in quantitative research and data analysis
- Attention to detail and clear written communication
- Collaborative communication for working with others on research
Pay and commitment
This is a contractor role paying $80-150/hr, depending on experience.
Location
Fully remote.