Commodity Quantitative Researcher

Selby Jennings; Greater London; On-site; GBP 85,000 - 140,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Researcher to join a global commodities team in London. You will work with quantitative researchers and traders, building large models to support both quantitative and discretionary commodities trading.

The role is data-driven and tech-forward, focusing on alpha generation, model development, and integration with trading pipelines to drive higher returns.

Qualifications

• Advanced degree in a quantitative field (Math, Physics, CS, or Engineering).
• Experience in commodities, ideally Power, Metals, and Agriculture.
• Experience advising and contributing to the build out of fundamental modelling architecture.
• Capacity to excel in a fast-paced environment.
• Strong coding skills in Python, R, Matlab and/or C++, C#.

Responsibilities

• Working alongside the PM on alpha research, from idea generation to backtesting for cross-product, commodity systematic strategies.
• Leveraging models to identify and optimise trading strategies in market data.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Skills

Quant research

Commodity trading

Backtesting

Team collaboration

Education

MSc/PhD in quantitative field

Tools

Python

R

Matlab

C++

C#

Job description

A leading $15Bn hedge fund is looking for a Quantitative Researcher to join a global commodities team. The team works closely with quantitative researchers and traders, providing them with large models that support both quantitative and discretionary commodities trading.

The hedge fund prides itself on being technology and data-driven and provides a range of high-tech platforms, extensive data, and robust operations to ensure continuous growth and high returns.

Responsibilities

• Working alongside the PM on alpha research, from idea generation to backtesting for cross-product, commodity systematic strategies.
• Leveraging models to identify and optimise trading strategies in market data.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

Requirements

• Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
• Demonstrated experience in commodities, ideally with Power, Metals, and Agricultural products.
• Experience advising and contributing to the build out of fundamental modelling architecture.
• Capacity to excel in a fast-paced environment.
• Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#.