Quantitative Researcher - Commodities

A leading global hedge fund is seeking an experienced Quantitative Researcher to join their systematic commodities team in New York. This role will focus on mid-frequency trading, with responsibility for the design, implementation, and optimization of advanced trading strategies across global commodity markets. Responsibilities: Design, implement, and optimize mid-frequency algorithmic trading strategies for commodity markets including energy, metals and ags. Work alongside the PM with a focus on alpha generation, model implementation, backtesting and portfolio construction. Work closely with leading quantitative researchers and engineers to improve existing strategies and identify new trading opportunities. Qualifications: Advanced academic qualifications (Master's/PhD) in a quantitative field, such as Mathematics, Physics, Statistics, Computer Science, or a related discipline. Proven experience in generating alpha and developing high-performing strategies within commodity markets Strong background in quantitative trading, with specific expertise in mid-frequency commodity strategies. Extensive proficiency in programming languages including Python Deep expertise in machine learning techniques and tools, with a focus on their application in strategy development and optimisation. This position offers an exceptional opportunity for a seasoned quantitative researcher to make a significant impact within mid-frequency commodity markets. If you are driven by the pursuit of innovation in algorithmic trading and are looking for a challenging, high-impact role, we invite you to apply now. Seniority level

Seniority level

Mid-Senior level Employment type

Employment type

Full-time Job function

Job function

Finance, Research, and Engineering Industries

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