Systematic Researcher - Commodities

Thurn Partners; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Thurn Partners in New York is launching a new systematic alpha research initiative within its central research function. You will build and test days-to-weeks strategies, turning fundamental views and proprietary data into repeatable alpha signals and collaborating with traders to scale these ideas.

The role emphasizes ownership, a quantamental approach, and working in a leading commodities franchise with access to extensive data and a direct research-to-trading feedback loop.

Qualifications

• 3-7 years of quantitative research experience within hedge funds, CTAs, proprietary trading firms or similar environments.
• Quantamental mindset bridging fundamental reasoning and systematic implementation.
• Strong Python and an independent research workflow, including backtesting and performance attribution.
• Experience with medium-frequency strategies (days to weeks) preferred over intraday or long-horizon trends.
• Commodities exposure to US power and gas is a plus.

Responsibilities

• Research, build and test systematic strategies over a days-to-weeks horizon, layered across an established discretionary commodities trading 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 the research agenda, tooling and approach.
• Engage with a large data environment spanning fundamentals, flows and market data, with collaboration across research and trading teams.
• Contribute across the full research lifecycle: idea generation, signal construction, backtesting, validation and path to production.

Skills

Python

Quantitative research

Backtesting

Performance attribution

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 New York, 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 US 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 New York; fully remote candidates will not be considered.
• Applicants must have the right to live and work in the US, 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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