A global proprietary trading firm and market maker is hiring a commodity quantitative trader. Trading, research and technology operate as one team, and the systematic commodities effort spans global futures markets.
About the Role
You will run the firm's mid-frequency systematic commodity strategies day to day, covering both daily-rebalance and signal-based approaches on global commodity futures. The seat combines live execution with ownership of the workflow around it, and works closely with the research and development side of the desk on how the strategies evolve.
Key Responsibilities
- Execute mid-frequency daily-rebalance and signal-based systematic strategies across global commodity futures
- Maintain and optimise the surrounding workflow, spanning portfolio management, database maintenance, broker liaison and risk management
- Work with quant researchers and developers to refine models, trading logic and infrastructure on a continuous basis
- Contribute ideas and support relative quantitative analysis
- 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
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 their trading rules
- One to three years in a commodity-related front-office role, gained on the buy side, sell side or at a trading house
- Strong programming skills in Python; database knowledge is an advantage
- Fluent in English and Mandarin