Quantitative Researcher, Commodities & Cross-Asset Signals

Neuberger Berman; Greater London; Hybrid; GBP 100,000 - 160,000; Full time

Job summary

Neuberger Berman seeks a research-focused professional to develop signals across commodity and cross-asset markets, translating academic insights into live strategies. Based in London or New York, you will work with portfolio managers and researchers, contributing across the full research lifecycle from hypothesis to implementation.

Ideal candidates hold a quantitative degree (PhD/Master's advantageous) and are proficient in R/Python, with strong English communication for client engagements.

Qualifications

• 3–5 years of experience researching signals across commodity and cross-asset markets.
• Strong proficiency in R or Python with large financial datasets.
• Solid grounding in statistical and mathematical modelling.
• Understanding of portfolio construction, optimization, and risk analysis.
• Excellent written and spoken English; able to present to institutional clients.
• Experience in systematic trading is a plus.
• Degree in a quantitative field from a leading university; a PhD or Master’s is advantageous.

Responsibilities

• Generate, research, and test signals across commodity and cross-asset markets.
• Design and evaluate signals using statistical and quantitative methods.
• Contribute to portfolio construction and risk analysis across the team\'s strategies.
• Monitor live performance and translate observations into new research hypotheses.
• Produce client-facing content, including quarterly letters, white papers, blog posts, and webinars.
• Support due diligence and consultant requests, where the research is subject to the highest level of scrutiny.
• Collaborate with portfolio managers and researchers across Neuberger and contribute to the broader research agenda.

Skills

R/Python

Statistical modelling

Portfolio construction

Systematic trading

English proficiency

Education

Quantitative degree

PhD preferred

Job description

Neuberger Berman seeks a research-focused professional to develop signals across commodity and cross-asset markets, translating academic insights into live strategies. Based in London or New York, you will work with portfolio managers and researchers, contributing across the full research lifecycle from hypothesis to implementation.

Ideal candidates hold a quantitative degree (PhD/Master's advantageous) and are proficient in R/Python, with strong English communication for client engagements.