Quantitative Researcher (Commodities)

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

Job summary

An established industry player is looking for a skilled Quantitative Researcher to join their dynamic portfolio management team. In this role, you will develop and implement innovative quantitative models to support trading strategies in the energy and metals markets. Collaborating closely with traders and analysts, you will leverage your expertise to drive data-driven decision-making and enhance trading workflows. This is a fantastic opportunity to work in a fast-paced environment where your contributions will directly impact trading strategies and market insights. If you are passionate about quantitative analysis and thrive in a collaborative setting, this position is perfect for you.

Qualifications

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

Responsibilities

• Develop and enhance quantitative models for pricing and trading strategies.
• Collaborate with trading desk to integrate models into workflows.

Skills

Quantitative Research

Python

Statistical Modelling

Machine Learning

Critical Thinking

Communication

Education

Ph.D. in Quantitative Field

Tools

C++

R

MATLAB

SQL

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.