Quantitative Researcher | Commodities

++Quantitative Researcher++ ++|++ ++Commodity Derivatives++ ++|++ ++Houston:++

Overview:

A Tier 1 global quantitative hedge fund is seeking a highly skilled Quantitative Researcher to join a newly established Commodity Derivatives Portfolio Manager (PM) team. This is a rare opportunity to play a pivotal role in building out cutting-edge strategies within a world-class trading environment.

Key Responsibilities:

• Conduct alpha research and develop systematic trading strategies within the commodity derivatives space.
• Perform options pricing and volatility modelling to enhance the PM’s trading framework.
• Collaborate closely with the Portfolio Manager and senior technologists to test and implement innovative models.
• Analyze large, complex datasets to identify patterns and trading signals.
• Contribute to the refinement of risk management tools and portfolio construction techniques.

Required Qualifications:

• 2-4 years of proven experience in alpha generation , options pricing , and volatility modelling (commodities or related asset classes).
• Strong programming skills in Python, C++, or a similar language.
• Solid understanding of financial mathematics, probability, and statistics.
• Exceptional problem-solving ability and attention to detail.
• Strong communication and teamwork skills to collaborate within a high-performance environment.

Preferred (but not required):

• Experience applying machine learning or deep learning techniques to trading strategies.

Please feel free to reach out directly to a member of the team for a confidential conversation.