{"id":3858256,"url":"https://alion.io/job/techdome-quantitative-rates-researcher","title":"Quantitative Rates Researcher","company":{"id":4431620,"name":"Techdome","domain":"techdome.io","url":"https://alion.io/company/tech-dome","size_band":"51-200","is_staffing_agency":false,"employer_type":"staffing","is_intermediary":false,"listed_via":null,"ats_vendor":"Keka","truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":"senior","employment_type":"part_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Hyderabad, India"],"countries":["IN"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":7,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"NumPy","optional":false},{"name":"Pandas","optional":false},{"name":"Python","optional":false},{"name":"SciPy","optional":false}],"status":"live","first_seen_at":"2026-10-13T14:53:43Z","employer_posted_date":"2026-10-13","last_verified_at":"2026-11-08T19:02:19Z","board_verified":true,"closed_at":null,"days_open":26,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":26},"description":"Job Summary\nWe are seeking an experienced Quantitative Rates Researcher to support a leading investment bank’s algorithmic trading platform project.\nThe role involves evaluating AI-generated quantitative research and systematic trading strategies focused on fixed income and interest rate markets. The ideal candidate will bring strong expertise in quantitative finance, rates markets, statistical modeling, and backtesting methodologies to assess research quality, validate assumptions, and identify methodological flaws.\nPrior experience with AI systems is not required. Strong domain expertise in quantitative finance and interest rate markets is the primary requirement.\nKey Responsibilities\nReview and evaluate quantitative research outputs and systematic trading strategies focused on fixed income and interest rate markets.\nIdentify research and backtesting issues, including lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.\nEvaluate backtesting frameworks, including rates-specific mechanics such as carry, roll-down analytics, and contract roll conventions.\nAssess the statistical rigor of signal construction, factor modeling, and alpha research.\nReview yield curve models, relative value strategies, and interest rate trading instruments.\nValidate model assumptions, implementation accuracy, and research methodologies.\nEvaluate strategies under realistic market conditions, accounting for transaction costs, liquidity constraints, and execution assumptions.\nProvide detailed written feedback with actionable recommendations to improve research quality and accuracy.\nCollaborate asynchronously with project coordinators to clarify findings and communicate technical insights.\nContribute to improving quantitative research evaluation methodologies.\nRequired Skills and Qualifications\n7+ years of experience in quantitative research, quantitative analysis, or quantitative finance.\nStrong expertise in fixed income analysis and interest rate markets.\nAdvanced proficiency in Python or R for quantitative research and data analysis.\nHands-on experience with Python libraries such as Pandas, NumPy, and SciPy.\nStrong understanding of systematic trading strategy development and backtesting.\nExperience with yield curve modeling and carry/roll-down analytics.\nKnowledge of relative value trading strategies and interest rate market instruments.\nFamiliarity with SOFR and Eurodollar instruments, as well as Treasury futures.\nStrong knowledge of statistical analysis, factor modeling, and alpha research.\nUnderstanding of transaction costs, liquidity constraints, and realistic trading assumptions.\nAbility to identify lookahead bias, overfitting, data snooping, and other research methodology flaws.\nExcellent analytical, written communication, and problem-solving skills.\nAbility to communicate complex quantitative concepts clearly and work effectively with distributed teams.\nPreferred Qualifications\nExperience as a Quantitative Researcher, Quantitative Analyst, or Consultant specializing in fixed income or interest rate markets.\nExperience developing and backtesting systematic rates strategies at a hedge fund, asset management firm, or investment bank.\nStrong practical knowledge of rates trading, yield curve dynamics, and quantitative modeling.\nExperience reviewing and validating quantitative models against established quantitative finance best practices.\nDemonstrated ability to assess research quality, implementation fidelity, model assumptions, and statistical 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