Role focuses on research, development, and deployment of high quality mid-frequency quantitative trading strategies on Commodities futures (metals, power, gas, ags, livestock, etc.) across US, EU, and China markets.

Incredible opportunity to become a core member of a one of the best performing teams at a leading Quantitative Hedge Fund, take full ownership of your research agenda, and apply innovative and cutting edge research techniques to exploiting market inefficiencies.

Candidate Requirements:

• Applicants must have a proven track record delivering successful systematic quantitative strategies (ideally in commodities).
• Advanced degree (Master’s or PhD) in a quantitative field such as Data Science, Statistics, Mathematics, Physics, Engineering, or similar.
• Strong knowledge in statistics and experience with machine learning, NLP, or AI techniques is highly desirable.
• 2-10 years of relevant experience in quantitative research or quantitative trading within the commodities space.

Additional Information:

• Base starting at £150k+ Total Compensation (uncapped performance bonus + high growth potential)
• Locations: London, additional offices in Dubai, Singapore, and Mumbai.