Immediate Start - Quant Researcher - Systematic Commodities Hedge Fund

Key Responsibilities

• Research, prototype, and validate systematic trading signals across commodities using advanced ML methods
• Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests
• Engineer and evaluate novel features from prices, fundamentals, positioning, options data, and alternative datasets (e.g., satellite, weather and global commodity cash pricing)
• Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods
• Develop portfolio construction and optimization techniques and analysis tools to enhance performance and track effects on portfolio execution
• Collaborate with developers to transition research into production-ready strategies
• Maintain live performance, attribution, and model drift, ensuring continual improvement of the alpha library

Requirements

• Masters or PhD in either Statistics, Economics, Computer Science
• Strong background in machine learning and statistical modelling (tree-based models, regularization, time-series ML)
• Proficiency in Python (pandas, NumPy, scikit-learn, XGboost, PyTorch/TensorFlow)
• Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias
• Academic experience in research and proven ability to translate academic work to production code
• Prior exposure to systematic trading or financial modelling
• Ability to design experiments, interpret results, and iterate quickly in a research environment

Bonus Points for

• Knowledge of commodities (agriculture, energy, metals) or macro markets
• Experience with feature engineering on non-traditional datasets (options positioning, weather, satellite)
• Experience collaborating in version control environments
• Familiarity with portfolio optimization, risk parity, or Bayesian model averaging
• Publications, Kaggle competitions, or research track record demonstrating applied ML excellence

Benefits

• Direct impact: Your alphas will go live into production portfolios, with real capital behind them
• Research-first culture: We value deep thinking, novel approaches, and systematic rigor
• Close collaboration across a global team
• Career growth: Clear trajectory to senior researcher roles as we scale AUM and expand product lines
• Athletic compensation: Highly competitive base salary and annual bonus that scales as the business grows
• Relocation package to our Mexico City office, along with a competitive benefits offering that includes health and life insurance, a year-end bonus, and generous paid time off
• Positive, inclusive and encouraging work environment