Systematic Researcher - Commodities

Thurn Partners; Slough; On-site; GBP 90,000 - 150,000; Full time

Job summary

Thurn Partners in London is seeking a Systematic Alpha Researcher to join a greenfield initiative within a leading global trading firm. You will turn fundamental views and datasets into systematic, medium-frequency alpha signals on a days-to-weeks horizon.

The role offers direct access to fundamental researchers and data, with ownership of research direction and tooling. On-site in London and collaboration across research and trading teams are key parts of the role.

Qualifications

• 3–7 years of quantitative research experience within hedge funds, CTAs, prop trading firms or similar environments.
• Quantamental mindset bridging fundamental reasoning with systematic implementation.
• Strong Python skills and a rigorous, independent research workflow including backtesting and performance attribution.
• Experience with medium-frequency strategies (days to weeks) preferred over intraday or long-horizon trading.
• Commodities exposure, especially European power and gas, is a strong plus but not required.

Responsibilities

• Research, build and test systematic strategies over a days-to-weeks horizon within an established discretionary commodities business.
• Collaborate with fundamental traders and analysts to systematise forecasts, views, and datasets into repeatable alpha signals.
• Take ownership in a first-hires initiative, shaping research agenda, tooling and approach.
• Access a broad data environment spanning fundamentals, flows and market data, enabling collaboration across research and trading teams.
• Contribute to the full research lifecycle: idea generation, signal construction, backtesting, validation and production path.

Skills

Python

Backtesting

Independent research

Data analysis

Medium-frequency strategies

Job description

A leading global trading firm is looking to hire a Systematic Alpha Researcher to join its central research function in London, as part of a new initiative to build a systematic overlay across its established commodities trading business. This is a genuine greenfield mandate: the firm has deep fundamental expertise across power, gas and the wider commodities complex, and is now investing in researchers who can turn those fundamental views and datasets into systematic, medium-frequency strategies.

What you'll do:

• Research, build and test systematic strategies over a days-to-weeks horizon, layered across an established discretionary commodities trading business.
• Work directly with fundamental traders and analysts, systematising their forecasts, views and proprietary datasets into repeatable alpha signals.
• Take real ownership within a first-hires initiative, shaping the research agenda, tooling and approach rather than maintaining someone else's stack.
• Plug into a vast and differentiated data environment spanning fundamentals, flows and market data, with open collaboration across research and trading teams.
• Contribute across the full research lifecycle: idea generation, signal construction, backtesting, validation and the path to production.

Your profile:

• 3-7 years of quantitative research experience within a hedge fund, CTA, proprietary trading firm, trading house or similar environment.
• A quantamental mindset: comfortable bridging fundamental reasoning and systematic implementation, with signals that are economically interpretable.
• Strong Python and a rigorous, independent research workflow, including honest backtesting and performance attribution.
• Experience with medium-frequency strategies (days to weeks) preferred over pure intraday or long-horizon trend.
• Commodities exposure, particularly European power and gas, is a strong plus but not required; intellectual curiosity about these markets is.

Why this role:

This is not a backfill. It is the ground floor of a new systematic effort inside one of the most established fundamental commodities franchises in the market, with direct access to fundamental researchers and data that pure systematic shops rarely see. If you want your research to shape how a business trades rather than sit in a queue of incremental signals, this is designed for exactly that.

Pre-Application:

• This is a full-time, on-site role based in London; fully remote candidates will not be considered.
• Applicants must have the right to live and work in the UK, or be eligible for sponsorship (confirmed case by case).
• Please ensure you meet the required experience range prior to applying.
• Allow 1-5 working days for a response to any job enquiry.

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