Point One - Hedge Fund Talent
Quantitative Researcher | Commodities
Point One - Hedge Fund Talent, Houston, Texas, United States, 77246
Quantitative Researcher | Commodity Derivatives | Houston
Overview
A Tier 1 global quantitative hedge fund is seeking a highly skilled Quantitative Researcher to join a newly established Commodity Derivatives Portfolio Manager (PM) team. This is a rare opportunity to play a pivotal role in building out cutting-edge strategies within a world-class trading environment.
Key Responsibilities
Conduct alpha research and develop systematic trading strategies within the commodity derivatives space.
Perform options pricing and volatility modelling to enhance the PM’s trading framework.
Collaborate closely with the Portfolio Manager and senior technologists to test and implement innovative models.
Analyze large, complex datasets to identify patterns and trading signals.
Contribute to the refinement of risk management tools and portfolio construction techniques.
Required Qualifications
2-4 years of proven experience in alpha generation, options pricing, and volatility modelling (commodities or related asset classes).
Strong programming skills in Python, C++, or a similar language.
Solid understanding of financial mathematics, probability, and statistics.
Exceptional problem-solving ability and attention to detail.
Strong communication and teamwork skills to collaborate within a high-performance environment.
Preferred (but not required)
Experience applying machine learning or deep learning techniques to trading strategies.
Please feel free to reach out directly to a member of the team for a confidential conversation.
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Key Responsibilities
Conduct alpha research and develop systematic trading strategies within the commodity derivatives space.
Perform options pricing and volatility modelling to enhance the PM’s trading framework.
Collaborate closely with the Portfolio Manager and senior technologists to test and implement innovative models.
Analyze large, complex datasets to identify patterns and trading signals.
Contribute to the refinement of risk management tools and portfolio construction techniques.
Required Qualifications
2-4 years of proven experience in alpha generation, options pricing, and volatility modelling (commodities or related asset classes).
Strong programming skills in Python, C++, or a similar language.
Solid understanding of financial mathematics, probability, and statistics.
Exceptional problem-solving ability and attention to detail.
Strong communication and teamwork skills to collaborate within a high-performance environment.
Preferred (but not required)
Experience applying machine learning or deep learning techniques to trading strategies.
Please feel free to reach out directly to a member of the team for a confidential conversation.
#J-18808-Ljbffr