Quantitative Researcher, Commodities

Job Summary

A company is looking for a Quantitative Researcher, Commodities.

Key Responsibilities

• Develop HFT and MFT trading strategies on CME and ICE commodities inter- and intra-spread markets
• Run backtesting and optimize spread strategy portfolios while enhancing ML pipelines and statistical tools
• Analyze historical and live market data to identify opportunities and spread dislocations

Required Qualifications

• Strong skills in statistics, probability, and time-series analysis
• Background in a top-tier proprietary trading firm or hedge fund is strongly preferred
• Proven track record in energy commodities, particularly oil & gas
• Experience in developing fully systematic trading strategies with short holding periods
• Proficiency in Python, C++, or Rust