{"id":2213435,"url":"https://alion.io/job/micro1-quantitative-rates-researcher","title":"Quantitative Rates Researcher","company":{"id":13196,"name":"Micro1","domain":"micro1.ai","url":"https://alion.io/company/micro1","size_band":"11-50","is_staffing_agency":false,"employer_type":"direct","is_intermediary":true,"listed_via":null,"ats_vendor":null,"truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":null,"employment_type":"contractor","work_mode":"remote","remote_scope":"stated_countries","remote_scope_basis":"inferred_payroll_markers","remote_working_hours":null,"hiring_geo_confidence":"inferred","locations":[],"countries":[],"hiring_countries":["US"],"hiring_countries_total":1,"salary":{"min":80,"max":150,"currency":"USD","period":"hour","gross":null,"usd_annual":300000},"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"NumPy","optional":true},{"name":"Python","optional":true},{"name":"SciPy","optional":true}],"status":"live","first_seen_at":"2026-10-10T04:38:52Z","employer_posted_date":null,"last_verified_at":"2026-10-10T04:38:52Z","board_verified":false,"closed_at":null,"days_open":2,"trust":{"level":"not_scored","repost_count":null,"flags":[],"days_open":2},"description":"Role Title: Quantitative Rates Researcher\nRole Type: ContractorLocation: Remotemicro1 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.\nScope of Work\nReview and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets\n\nIdentify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions\n\nEvaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions\n\nScrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs\n\nDeliver detailed written feedback on model assumptions, implementation fidelity, and research soundness\n\nCollaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communication\n\nContribute to the refinement of research evaluation processes for greater accuracy and relevance\n\nPreferred Qualifications\nBackground as a quantitative researcher, analyst, or consultant with expertise in fixed income or rates markets\n\nDemonstrated experience building and backtesting systematic rates strategies at a hedge fund, asset manager, or bank\n\nAdvanced proficiency in Python (pandas, numpy, scipy) or R for quantitative research and data analysis\n\nStrong understanding of yield curve modeling, carry/roll-down analytics, relative value trading, SOFR/Eurodollar instruments, and Treasury futures\n\nComfort evaluating research under real-world trading conditions, including transaction costs and liquidity constraints\n\nExceptional attention to detail and ability to articulate complex quantitative findings in clear, concise written feedback\n\nPrior experience assessing or reviewing models for compliance with best practices in quantitative finance is a plus\n\nOriginally posted on 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