I am looking for a quantitative finance freelancer to help me implement, backtest, and document fixed-income trading strategies as part of a university-level research project in Fixed Income Securities. This is a serious quantitative project, close to what you’d see in asset management, hedge funds, or rates strategy teams. Strong finance intuition matters as much as coding skills. Part A – Macro & Rates View (Light support) Assist in structuring a macro analysis framework (growth, inflation, employment). Help translate macro views into: Directional call on 10Y government bond yield Directional call on FX No forecasting magic needed — logic, clarity, and economic justification matter. Part B – Yield Curve Trading Strategies You will help code, test, and analyze yield-curve strategies using US Treasury data (2001–2025). Strategy 1: Nelson-Siegel Factor Trading Fit Nelson-Siegel curve monthly Compare actual vs modeled yield curve Build DV01-neutral long/short bond portfolios Monthly rebalancing Strategy 2: Yield Curve Spread Trading Implement curve spreads (2x5, 2x10, or 5x10) Entry/exit rules based on: Rolling mean Standard deviation thresholds Backtest performance Performance Metrics (for both): Average returns Volatility Sharpe ratio Skewness Risk discussion (curve steepening, flattening, twists) Part C – Credit Relative Value Strategy Work with TRACE corporate bond data Merge with Compustat fundamentals (via WRDS) Build a monthly cross-sectional regression model: Yield vs leverage, ROA, size, duration, convexity Use regression residuals as mispricing signal Construct long-short portfolios Monthly rebalancing & performance evaluation Technical Requirements Python or R (Python preferred) Strong knowledge of: Fixed income instruments DV01, duration, convexity Yield curves Regression & portfolio construction Clean, well-commented code Ability to explain financial intuition, not just code Deliverables Working scripts (Python / R) Clear explanation of strategy logic Summary tables of performance metrics Figures/plots for yield curves & strategy results Code ready to be attached as appendix Project Context Academic research project (Master-level / advanced undergraduate) High standards: clarity, rigor, and financial logic No “black-box” solutions — everything must be explainable Timeline Flexible but ideally completed within 2–3 weeks Milestones possible (Part B → Part C) Budget Open / negotiable Will prioritize quality and expertise over lowest price Ideal Freelancer Profile Background in quant finance, financial engineering, or economics Experience with rates or credit markets Has done backtesting projects before Can communicate clearly and think like a portfolio manager