Quantitative Researcher-Commodities

Redwood Recruitment; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

Redwood Recruitment Specialists is seeking an experienced Commodities Quantitative Researcher for a leading global hedge fund. The role focuses on researching, developing and enhancing systematic trading strategies across energy, metals and agricultural markets.

You will apply Python and statistical modelling to backtest ideas, analyze market data and implement live trading signals. A track record of contributions to live trading strategies in a similar environment is highly valued.

Qualifications

• Strong quantitative research experience within commodities.
• Experience developing systematic trading signals and alpha-generating strategies.
• Knowledge of energy, metals or agricultural markets.
• Strong Python programming and statistical modelling skills.
• Experience with backtesting, market data analysis and strategy implementation.
• Demonstrable research contributions to live trading strategies.

Responsibilities

• Research and develop systematic commodity trading strategies.
• Enhance existing strategies across global commodity markets.
• Backtest strategies and analyze performance.
• Translate research into live trading signals.
• Contribute to alpha generation in a hedge fund environment.

Skills

Quantitative research

Trading signals

Python programming

Statistical modelling

Backtesting

Market data analysis

Strategy implementation

Live trading research

Job description

Redwood Recruitment Specialists is looking to speak with experienced Commodities Quantitative Researchers regarding an opportunity with a leading global multi-strategy hedge fund.

The successful candidate will focus on researching, developing and enhancing systematic trading strategies across global commodity markets.

Requirements

• Strong quantitative research experience within commodities, ideally at a hedge fund, proprietary trading firm or investment bank.
• Experience developing systematic trading signals and alpha-generating strategies.
• Knowledge of energy, metals or agricultural markets.
• Strong Python programming and statistical modelling skills.
• Experience with backtesting, market data analysis and strategy implementation.
• Demonstrable research contributions to live trading strategies.

Interested?

We welcome confidential conversations with experienced Quantitative Researchers considering their next opportunity.