Commodities Quantitative Researcher – Systematic Global Macro

Hollander Techniek; Greater London; Remote; GBP 112,000 - 186,000; Full time

Job summary

Marlin Selection Ltd. seeks a Commodities Quantitative Researcher for a Systematic Global Macro remit. Location is flexible with a preference for Switzerland.

Salary in the $150,000–$250,000 OTE range, dependent on performance. You will develop signals and strategies across commodities, fixed income and FX, using cutting-edge quantitative methods. Ideal candidates have strong Python skills (C is a plus) and a STEM PhD or Master’s, with 2–4 years of relevant experience in commodities or related

Qualifications

• Proficient in Python; C programming is a plus.
• Strong analytical and quantitative skills for research in commodities.

Responsibilities

• Market & Data Exploration: identify new global markets and onboard relevant datasets.
• Data Analysis: work with large datasets to generate alpha through quantitative analysis in commodities.
• Signal Development: develop systematic trading strategies from market and fundamental datasets.
• Collaboration: work with senior team members through idea generation to execution.

Skills

Python

C

Education

Bachelor’s/Master’s/PhD in CS/Engineering/Applied Mathematics/Statistics

Job description

Commodities Quantitative Researcher – Systematic Global Macro

Commodities Quantitative Researcher – Systematic Global Macro

Location:Flexible (Preference for Zug, Switzerland)
Salary Range: In region of $150,000 to $250,000 OTE (Dependant on performance)

About the Role:An exciting opportunity has arisen for a talentedCommodities Quantitative Researcherto join a growing and innovative systematic global macro team. This role is perfect for someone who thrives in a collaborative, fast-paced environment and is passionate about applying cutting-edge techniques to drive the development of systematic trading strategies. As part of the team, you'll focus on developing signals and strategies across the global commodities markets (including energy, metals, and agriculture), as well as fixed income and FX.

Key Responsibilities:

• Market & Data Exploration:Identify new global markets and onboard relevant datasets to drive research innovation.
• Data Analysis:Work with large, complex datasets to generate alpha through quantitative analysis, focusing on commodities.
• Signal Development:Develop systematic trading strategies by researching and applying signals from a variety of market and fundamental datasets.
• Collaboration:Work closely with senior team members and other stakeholders, engaging throughout the entire investment process from idea generation to execution.

Preferred Skills & Experience:

• Programming Expertise:Strong proficiency in Python; experience with C is a plus.
• Academic Background:Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field.
• Communication & Problem-Solving:Strong analytical and problem-solving abilities, combined with the ability to communicate complex concepts clearly.

Desired Experience:

• 2-4 years of experience in quantitative research, particularly in the commodities markets (agriculture, energy, metals) or related areas such as FX, fixed income, or equity index strategies.
• Experience modeling futures curves, cross-market relationships, and analyzing commodity market datasets.
• Exposure to macroeconomic, econometrics, or asset pricing research is highly beneficial.

Valued Technical Expertise:

• Knowledge of machine learning, statistical techniques, and related libraries.

Why Join:

• Career Growth:This role offers exceptional opportunities for professional development within a high-performing team.
• Compensation:A competitive compensation package, including a base salary, performance bonus, and comprehensive benefits.
• Flexible Location:While there is a preference for candidates based in Switzerland, other locations will also be considered.