Quantitative Researcher

Overview

The organization is seeking a Quantitative Researcher to join its systematic commodities trading team and build forecasting models that support its strategies.

You will join a team of 5 that researches and trades systematic strategies across commodity futures. Work closely with traders and an 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, including:
  • experiment design
  • dataset generation
  • time-series analysis
  • feature engineering
  • model building
  • backtesting
  • productionizing the signal
• Run research workloads efficiently on a distributed, cloud-based compute platform, and partner with the platform engineer to shape new capabilities
• Collaborate closely with traders, engineers, and core technology teams to identify 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 discipline to avoid overfitting
• Creative, self-motivated, and intellectually curious, with precise communication skills 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

Compensation & Benefits

• Equal opportunity employer.

Location

• Not specified