Quantitative Researcher (Commodities)

Caxton Associates; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading global trading and investment firm is seeking a Quantitative Researcher to enhance trading strategies in energy and metals markets. The role involves developing quantitative models, collaborating with teams, and conducting data analysis to support decision-making. Ideal candidates will have experience in commodities markets and strong programming skills, particularly in Python.

Qualifications

• 3-7 years of experience in quantitative research or analysis within commodities markets.
• Solid understanding of energy markets, including supply-demand dynamics.

Responsibilities

• Develop and improve quantitative models for pricing and trading strategies.
• Analyze and maintain large datasets to identify trading opportunities.
• Conduct backtesting and evaluate performance of trading strategies.

Skills

Python

Data Analysis

Statistical Modeling

Machine Learning

Critical Thinking

Communication

Education

Ph.D. in a Quantitative Field

Tools

SQL

C++

R

MATLAB

Job description

1 week ago Be among the first 25 applicants

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. The firm primarily manages client and proprietary capital through global macro hedge fund strategies, trading across various 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 in energy and metals markets. This role involves collaboration with traders, analysts, and our in-house Quant and Dev teams to enhance data-driven decision-making.

Responsibilities:

• Develop and improve quantitative models for pricing, risk management, and trading strategies in energy and metals markets.
• Analyze, compile, and maintain large datasets to extract insights and identify trading opportunities.
• Work with the trading desk to integrate models into trading workflows, focusing on supply-demand dynamics, market microstructure, and sentiment.
• Design and maintain data pipelines and analytical tools for real-time market analysis.
• Conduct backtesting and evaluate the performance of trading strategies.
• Stay informed about market developments and incorporate relevant factors into models.

Requirements:

• 3-7 years of experience in quantitative research or analysis within commodities markets.
• Strong proficiency in Python.
• Experience with data analysis, statistical modeling, and machine learning techniques.
• Solid understanding of energy markets, including supply-demand dynamics and structures.
• Ability to work collaboratively in a fast-paced trading environment.
• Excellent critical thinking and communication skills.
• High ethical standards 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 modeling.
• Advanced degree (Ph.D.) in a quantitative field.

Seniority level

• Associate

Employment type

• Full-time

Job function

• Research

Industries

• IT Services and IT Consulting

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