A global proprietary trading firm and market maker is hiring a quantitative researcher into its systematic commodities team. Research, trading and technology sit together, and ideas are expected to reach production rather than stop at a backtest.
About the Role
You will generate and test ideas across global commodity markets, turn the ones that hold up into strategies, and work with the team to take them into production. The role carries responsibility for the research tooling around that work as well as the research itself.
Key Responsibilities
- Combine creativity and experience to generate high-quality, testable ideas across global commodity markets at pace
- Apply a rigorous, structured research process so that results are reliable and properly tested
- Develop strategies from those ideas and signals, working closely with the team through to production
- Build and maintain data models, dashboards, research tools and other analytical platforms
- Monitor commodity data and information systematically, including supply and demand trends, inventory levels, physical premia, shipping flows, policy changes, price and volume signals, and other market-moving factors
- Draw on ideas and techniques from adjacent fields, including other asset classes, academic finance and investment research, algorithmic research, and industry conferences and workshops
Requirements
- Bachelor's or Master's degree in economics, finance, engineering, data science, mathematics, computer science or a related quantitative field
- A strong understanding of commodity markets and the factors that drive them
- Three or more years in a commodities-focused quantitative research role, gained on the buy side, sell side or at a trading house
- Strong programming skills in Python; database knowledge is an advantage
- Significant practical experience with at least one mainstream machine learning approach
- Fluent in English and Mandarin