Cross-Commodities Quantitative Researcher | Leading Systematic Fund | London

The role sits within a commodities research team and is focused on original signal generation across Metals, Agricultural, and Energy markets.

Responsibilities of the Role:

• Develop original quantitative signals across cross-commodity markets.
• Work closely with a senior researcher on research direction and portfolio development.
• Contribute to some business management responsibilities alongside core research duties.

Requirements of the Role:

• 3 to 4 years of experience in a systematic quantitative research environment.
• Genuine signal research background.
• Exposure to at least one of Metals, Ags, or Energy.
• Strong Python skills.
• Based in London or able to relocate.

For more information, reach out to our director, Tom or apply below.