Lead Quantitative Researcher - Systematic Commodities

JR United Kingdom; Woking; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading Multi-Billion Hedge fund is seeking a Lead Quantitative Researcher to spearhead strategy and portfolio development for their commodities desk. This role involves conducting in-depth alpha research, managing trading performance, and collaborating with top-tier engineers to implement innovative trading strategies. The ideal candidate will possess extensive experience in systematic commodities trading, a strong academic background in quantitative disciplines, and a proven track record of achieving an alpha and Sharpe ratio of 1.5 or higher.

Qualifications

• Experience in systematic commodities trading essential.
• Demonstrated strong track record of alpha and Sharpe ratio of 1.5+.

Responsibilities

• Lead a team of QRs in alpha research and strategy development.
• Collaborate with software engineers to implement trading strategies.
• Investigate new trading products and manage risk effectively.

Skills

Alpha research

Data analysis

Risk management

Education

Bachelor's or Master's degree in Mathematics

Master's degree in Physics

Master's degree in Statistics

Master's degree in Computer Science

Job description

Lead Quantitative Researcher - Systematic Commodities

A Multi-Billion Hedge fund is seeking an experienced QR to lead the strategy development and portfolio construction for their top-performing commodities desk. In this role, you will be responsible for conducting alpha research, identifying and evaluating potential alpha signals through rigorous data analysis, and implementing backtested systematic strategies into production.

Responsibilities:

• Lead a team of QRs conducting alpha research to optimize and generate high-performing systematic commodities strategies.
• Collaborate with the best academic minds in software engineering to implement trading strategies into production.
• Manage risk effectively to optimize trading performance.
• Investigate and implement new trading products and strategies.

Qualifications:

• Experience in systematic commodities trading.
• A strong track record of alpha and Sharpe ratio of 1.5+
• Bachelor's or Master's degree in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or related fields.