Quantitative Researcher (Commodities)

Caxton; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is on the lookout for a dynamic Quantitative Researcher to join their portfolio management team. This exciting role involves developing and implementing quantitative models for trading strategies in energy and metals markets. Collaborating closely with traders and analysts, you will leverage data-driven insights to enhance trading workflows and decision-making. If you have a strong background in quantitative analysis and a passion for the commodities markets, this opportunity offers a chance to make a significant impact in a fast-paced environment.

Qualifications

• 3-7 years of experience in quantitative research or analysis within commodities markets.
• Strong proficiency in Python and experience with data analysis.

Responsibilities

• Develop and enhance quantitative models for pricing and risk management.
• Analyse large datasets to extract actionable insights for trading.

Skills

Python

Statistical Modelling

Data Analysis

Machine Learning

Critical Thinking

Communication Skills

Education

Ph.D. in a Quantitative Field

Bachelor's Degree in a Relevant Field

Tools

SQL

C++

R

MATLAB

Job description

About Caxton Associates:

Caxton Associates, founded in 1983, is a global trading and investment firm with offices in London, New York, Monaco, Singapore and Dubai. Caxton Associates’ primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.

Role Overview:

We are seeking a skilled and motivated Quantitative Researcher to join our portfolio management team. The successful candidate will develop and implement quantitative models and tools to support trading strategies across energy and metals markets. This role involves close collaboration with traders, analysts, and our in house Quant and Dev teams to further drive data-driven decision-making.

Responsibilities:

• Develop and enhance quantitative models for pricing, risk management, and trading strategies in energy and metals markets.
• Analyse, compile and maintain large datasets to extract actionable insights and identify trading opportunities.
• Collaborate with trading desk to integrate quantitative models into trading workflows around supply and demand dynamics, market microstructure and market sentiment.
• Design and maintain data pipelines and analytical tools for real-time market analysis.
• Conduct backtesting and performance evaluation of trading strategies.
• Stay abreast of market developments and incorporate relevant factors into models.

• 3–7 years of experience in quantitative research or analysis within commodities markets.
• Strong proficiency in Python.
• Experience with data analysis, statistical modelling, and machine learning techniques.
• Solid understanding of energy markets, including supply-demand dynamics and market structures.
• Demonstrated ability to work collaboratively in a fast-paced trading environment.
• Excellent critical thinking skills and clear communication.
• Displays and operates at the highest degree of ethics and integrity.

Preferred Qualifications:

• Experience with other programming languages such as C++, R, or MATLAB.
• Familiarity with database systems and SQL.
• Knowledge of options pricing and derivatives modelling.
• Advanced degree (Ph.D.) in a quantitative field.