We are working with a leading systematic hedge fund seeking to hire a Commodities Researcher to join its global commodities business.
This role is suitable for researchers with a strong background in time-series forecasting, statistical arbitrage, or quantitative signal generation in energy markets. You will be tasked with identifying inefficiencies and developing medium-frequency to low-latency strategies that are robust, scalable, and grounded in economic intuition.
Conduct alpha research across the energy spectrum (oil, gas, power, carbon) using a variety of quantitative techniques.
Design, test, and deploy systematic trading strategies based on market microstructure, fundamental data, and price behaviour.
Collaborate closely with portfolio managers, technologists, and data engineers to implement research ideas in a live trading environment.
Work with large and complex datasets, leveraging both proprietary and alternative data sources to uncover new trading signals.
Strong statistical and programming skills (Python preferred; C++ a plus).
Deep understanding of market structure and data across energy products.
PhD or MSc in a quantitative discipline (e.g., statistics, physics, engineering, computer science, applied math).
For more information, apply or reach out to our Director, Tom, for a discreet discussion on tom@qenexus.