Systematic Commodities Trader / Quant Researcher (Multi-Asset)

Carter Wahlberg; Zürich; Vor Ort; CHF 150.000 - 230.000; Vollzeit

Zusammenfassung

Carter Wahlberg in Zürich is seeking a Systematic Commodities Trader / Quant Researcher to join a fully systematic, diversified commodities desk.

You'll research, build and run strategies end to end, backed by an experienced team of quants, traders and engineers who have infrastructure to bring ideas to market quickly.

From day one this is a real ownership seat: the models generate trades and the desk executes them, with discretion reserved for genuine market dislocations.

Qualifikationen

• Masters or PhD in a quantitative discipline.
• 3+ years researching and running systematic strategies.
• Genuine systematic mindset: trust the model and execute its output.

Aufgaben

• Run a book of multi-commodity systematic strategies that go beyond the traditional factors.
• Own portfolio construction end to end: optimizers, position sizing, cost modelling and slippage control.
• Turn fundamental and alternative datasets into live, rules-based strategies.
• Develop and deploy intraday strategies where the edge is time-sensitive.
• Build and maintain your own research-to-execution stack: data pipelines, backtesting, risk engine and order generation.

Kenntnisse

Python

SQL

OO language

Quantitative research

Multi-commodity markets

Ausbildung

Master's or PhD in a quantitative discipline

Tools

Backtesting frameworks

Data pipelines

Risk engine

Jobbeschreibung

Systematic Commodities Trader / Quant Researcher

Join the systematic trading desk of an established hedge fund running a fully systematic, diversified commodities book.

This is a seat with real ownership from day one. Your models generate the trades and the desk executes them - discretion is reserved for genuine market dislocations, not second-guessing the signal. You'll research, build and run strategies end to end, backed by an experienced team of quants, traders and engineers who've already built the infrastructure to get your ideas to market fast. Well-built strategies translate straight into P&L, and the people who build them are the ones who run them.

What you'll do

• Run a book of multi-commodity systematic strategies that go beyond the traditional factors


• Own portfolio construction end to end: optimizers, position sizing, cost modelling and slippage control


• Turn fundamental and alternative datasets (inventories, weather, positioning, flow, text data) into live, rules-based strategies, not just research notes


• Develop and deploy intraday strategies where the edge is time-sensitive


• Build and maintain your own research-to-execution stack: data pipelines, backtesting, risk engine and order generation

What you'll need

• Masters and/or PhD in a quantitative discipline (Mathematics, Physics, Computer Science, Engineering, Quantitative Finance or equivalent)


• 3+ years researching and running systematic strategies


• A genuinely systematic mindset: you trust the model and execute its output. This is not a discretionary or directional seat


• Strong Python and SQL, fluent in at least one OO language, able to build the tools you depend on rather than wait for them


• Breadth across multiple commodity markets and instruments