Quantitative Researcher

About the role

You will join a team of 5 that researches and trades systematic strategies across commodity futures. You will work side by side with the traders and the engineer to deliver research ideas into production-grade strategies.

Responsibilities

• Research and develop systematic strategies across futures, with a strong emphasis on commodities, applying statistical and machine learning.
• Own the research process end to end: experiment design, dataset generation, time-series analysis, feature engineering, model building, backtesting, and productionizing the signal.
• Run research workloads efficiently on our distributed, cloud-based compute platform, and work with the platform engineer to shape new capabilities.
• Collaborate closely with traders, engineers, and core technology teams to find the best expression of new ideas in the portfolio.
• Document research findings with academic rigor.

Qualifications

• BS, MS or PhD in Statistics, Mathematics, Physics, Computer Science, Engineering, Quantitative Finance, or a related quantitative field.
• Demonstrable experience with forecasting, machine learning, and deep learning techniques.
• Strong programming skills in Python, including pandas and PyTorch.
• Experience running research or data workloads on distributed or cloud compute (AWS preferred).
• Strong grounding in time-series analysis and experiment design, with the discipline to avoid overfitting.
• Creative, self-motivated, and intellectually curious, with a precise communication style and a desire to work in a small, collaborative, fast-paced team.
• Proven experience developing successful quantitative trading strategies is preferred, though not required.
• Experience with SQL or time-series databases, C++, and commodities or energy markets is a plus.