Quantitative Researcher - Oil & Gas

JR France; Paris; Sur place; EUR 60 000 - 90 000; Plein temps

Résumé du poste

A leading trading team in Paris is looking for a Quantitative Researcher specializing in Oil & Gas to develop alpha strategies through advanced statistical analysis and collaboration. The successful candidate will be responsible for managing the entire research process, from data modeling to signal deployment, and must possess an advanced degree in a quantitative discipline.

Qualifications

• Advanced degree in data science, statistics, mathematics, physics, or engineering.
• Experience with large datasets in commodities or energy markets.
• Proficient in a programming language such as Python or R.

Responsabilités

• Leverage large datasets to uncover statistical patterns.
• Collaborate with researchers to refine methodologies.
• Own the full research lifecycle from hypothesis to deployment.

Connaissances

Statistical Analysis

Machine Learning

AI Techniques

Attention to Detail

Problem Solving

Formation

Advanced degree in quantitative discipline

Outils

Python

R

MATLAB

C++

C#

Description du poste

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Quantitative Researcher - Oil & Gas, paris

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Client:

Qenexus

Location:

paris, France

Job Category:

Other

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EU work permit required:

Yes

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Job Reference:

595473910668355174432761

Job Views:

1

Posted:

24.06.2025

Expiry Date:

08.08.2025

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Job Description:

Our client, a newly launched trading team in Paris, hope to hire a Quantitative Researcher specialising in Oil & Gas.

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.