Quant Researcher: Systematic Commodities Alpha Signals

Moreton Capital Partners; Ciudad de México; On-site; MXN 900,000 - 1,700,000; Full time

Job summary

Moreton Capital Partners seeks a Quant Researcher to build alpha signals in commodity futures, grounded in advanced ML and robust testing frameworks.

You will own designing, testing, and refining predictive models that feed live trading portfolios, collaborating with developers to productionize research and monitor drift.

Strong academic credentials and hands-on ML in time-series are essential; experience with cross-validation and non-traditional data sources is a plus.

Qualifications

• Masters or PhD in Statistics, Economics, or Computer Science.
• Strong background in machine learning and statistical modelling (tree-based models, regularization, time-series ML).
• Proficiency in Python (pandas, NumPy, scikit-learn, XGBoost, PyTorch/TensorFlow).
• Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias.
• Academic experience in research and ability to translate academic work to production code.
• Prior exposure to systematic trading or financial modelling.

Responsibilities

• Research, prototype, and validate systematic trading signals across commodities using advanced ML methods.
• Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests.
• Engineer, test, and maintain features from prices, fundamentals, positioning, and alternative datasets (e.g., satellite, weather and global commodity cash pricing).
• Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods.
• Develop portfolio construction and optimization techniques and analysis tools to enhance performance and track effects on portfolio execution.
• Collaborate with developers to transition research into production-ready strategies.
• Monitor live performance, attribution, and model drift, ensuring continual improvement of the alpha library.

Skills

Machine Learning

Time-series

Python

Education

Masters or PhD in Statistics/Economics/CS

Tools

XGBoost

PyTorch

TensorFlow

Job description

Moreton Capital Partners seeks a Quant Researcher to build alpha signals in commodity futures, grounded in advanced ML and robust testing frameworks.

You will own designing, testing, and refining predictive models that feed live trading portfolios, collaborating with developers to productionize research and monitor drift.

Strong academic credentials and hands-on ML in time-series are essential; experience with cross-validation and non-traditional data sources is a plus.