Commodity Futures Quant Researcher - Systematic Strategies

Tempest Vane Partners; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Tempest Vane Partners is seeking a Quantitative Researcher to join our Systematic Macro Futures team in London. You will develop strategies across commodity futures markets and collaborate with experts in research, portfolio management and engineering to turn ideas into live trading signals.

The role emphasizes original thinking, rigorous research and robust empirical testing, with strong Python skills and a track record of producing predictive signals in macro markets.

Qualifications

• Master’s or PhD in mathematics, statistics, physics, computer science, engineering or a related quantitative field.
• Strong quantitative research experience in systematic investing; commodity futures preferred but macro markets ok.
• Track record of generating original research ideas and predictive signals with empirical testing.
• Strong statistical modelling and time-series skills; awareness of overfitting and data leakage.
• Proficiency in Python and handling large datasets; clear communication of research findings.

Responsibilities

• Conduct original quantitative research to identify trading signals across commodity futures (energy, metals, agriculture).
• Explore predictability using market, fundamental and alternative data sources and futures curves.
• Develop and back-test strategies using statistics and machine learning; test robustness across periods.
• Assess signal contribution to portfolio diversification, risk, liquidity and costs.
• Collaborate with Researchers, PMs and Engineers to productionise ideas and refine strategies.

Skills

Python programming

Time-series analysis

Quantitative research

Original research ideas

Education

Master’s or PhD in Mathematics/Statistics/Physics/CS/Engineering or related quantitative discipline

Job description

Tempest Vane Partners is seeking a Quantitative Researcher to join our Systematic Macro Futures team in London. You will develop strategies across commodity futures markets and collaborate with experts in research, portfolio management and engineering to turn ideas into live trading signals.

The role emphasizes original thinking, rigorous research and robust empirical testing, with strong Python skills and a track record of producing predictive signals in macro markets.