Junior Quantitative Researcher: Commodities & Cross-Asset

Neuberger; Greater London; Hybride; GBP 90 000 - 130 000; Plein temps

Résumé du poste

Neuberger seeks a quantitative researcher to develop signals and portfolio construction methods across commodity and cross-asset markets. Based in London and New York, you will translate research into insights for clients and contribute to live strategy management.

You will conduct original research, test hypotheses, and present findings to institutional clients while collaborating with portfolio managers and researchers across the firm.

Qualifications

• 3–5 years of experience researching signals across commodity and cross-asset markets.
• Strong proficiency in Python or R with large financial datasets.
• Solid grounding in statistical and mathematical modelling.
• Understanding of portfolio construction, optimization and risk analysis.
• Excellent written and spoken English for client communications.

Responsabilités

• Generate, research, and test signals across commodity and cross-asset markets.
• Design and evaluate signals using rigorous statistical methods.
• Contribute to portfolio construction and risk analysis.
• Produce client-facing content such as letters, papers, and webinars.
• Collaborate with portfolio managers and researchers in Neuberger's global teams.

Connaissances

Python

R

Quantitative finance

Statistics

AI tools

Formation

Mathematics/Statistics/CS degree

PhD advantageous

Description du poste

Neuberger seeks a quantitative researcher to develop signals and portfolio construction methods across commodity and cross-asset markets. Based in London and New York, you will translate research into insights for clients and contribute to live strategy management.

You will conduct original research, test hypotheses, and present findings to institutional clients while collaborating with portfolio managers and researchers across the firm.