Our client, a newly launched trading team in London, hope to hire a Quantitative Researcher specialising in Commodities strats, with a particular focus on energy.

In this role, you will work alongside the Portfolio Manager to research & develop alpha strategies.

Responsibilities:

• Leverage large, diverse datasets—including physical commodity data, supply/demand indicators, shipping flows, weather patterns, and macroeconomic variables—to uncover statistical patterns.
• Collaborate closely with other researchers to refine methodologies, exchange insights, and improve research workflows.
• Design and implement signals within a robust global execution framework, ensuring they are production-ready and scalable.
• Continuously monitor model performance and adapt strategies as market dynamics evolve.
• Own the full research lifecycle—from hypothesis generation and signal development to backtesting, implementation, and live deployment.

Requirements:

• Advanced degree in a quantitative discipline such as data science, statistics, mathematics, physics, or engineering.
• Strong background in statistical analysis, machine learning, or AI techniques—especially as applied to time series or macro/commodity data.
• Experience working with large, unstructured datasets across varying timeframes, ideally within commodities or energy markets.
• Proficient in at least one major programming language (Python, R, MATLAB, C++, or C#).
• Exceptional attention to detail and the ability to manage multiple research streams simultaneously.
• Intellectual curiosity and creativity in approaching complex problems, particularly around integrating unconventional data sources.

For more info, apply below or reach to our director, Tom, on tom@qenexus.com