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.

• Review and assess AI-generated quantitative research and trading strategy outputs focused on fixed income and rates markets.
• Identify and document methodological issues such as lookahead bias, overfitting, data snooping, and unrealistic transaction cost assumptions.
• Evaluate the accuracy of backtesting frameworks, especially with respect to rates-specific mechanics like carry/roll-down and contract roll conventions.
• Scrutinize the statistical rigor of signal construction, factor modeling, and alpha research in the provided outputs.
• Deliver detailed written feedback on model assumptions, implementation fidelity, and research soundness.
• Collaborate asynchronously with project coordinators by clarifying findings and suggestions through clear written and verbal communication.
• Contribute to the refinement of research evaluation processes for greater accuracy and relevance.

Work arrangement: Fully remote