I am currently working with a $40BN AUM Hedge Fund that has just taken on a new Commodities PM from a competitor and is now looking to add a Quantitative Researcher to directly work with the PM on data-driven signal generation and model development for commodity trading strategies.
They are looking for exceptionally strong researchers who have experience utilizing diverse and fundamental data sets to develop short-term signals for commodity trading strategies and assist in developing and extending a new proprietary research platform for the team. Any experience within Power and Gas is a plus, but experience working across different commodity products is acceptable. This is an excellent opportunity for an individual who is looking for a dynamic, fast-paced role within a greenfield team working directly under a PM with a great track record of success within the commodities space.
- Research and develop signals utilizing market and fundamental data sets for the development and implementation of commodity trading strategies
- Assist in the development and deployment of the proprietary research platform for the group, as well as developing models, curves, and analytical tools to support data-driven research
- Collaborate with the PM and other members of the research team in driving the entirety of the investment process from idea generation, to on-boarding new data, to signal generation, to strategy development, and to execution and deployment
- 1 - 6 years of quantitative research experience supporting a commodity trading desk or PM on signal research, model development, and strategy development. Experience within Power or Gas is a plus.
- Master's or PhD degree from a top university within a quantitative field (Physics, Mathematics, Computer Science, Financial Engineering, etc.)
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in Python or C++. Experience within ML and statistical techniques is a plus.