Commodities Quant Researcher (Oil, Metals, Gas)
Major Energy Trading House - London (On-site / Hybrid)
A leading global energy and commodities trading house is expanding its systematic trading capability within a well‑established proprietary trading desk. The team runs a diversified book across oil, refined products, gas, power and metals, and is now building out a more model‑driven, systematic sleeve alongside its core fundamental and relative‑value strategies.
This is a high‑ownership seat: you will research, build and run systematic strategies end‑to‑end, with your signals feeding directly into live trading. The platform (data, backtesting, execution, risk) is already in place; your job is to generate alpha, not to rebuild infrastructure. Well‑built strategies translate straight into P&L, and the people who build them are the ones who run them.
YOUR ROLE:
- Develop original quantitative signals and systematic strategies across oil, refined products, gas and metals, using market data plus fundamental/alternative datasets (inventories, flows, weather, positioning, text, etc.)
- Own the full research‑to‑production cycle: idea generation, backtesting, stress testing, cost/slippage modelling and live deployment.
- Work closely with senior traders and quants on research direction, portfolio construction and risk management; contribute to business‑management discussions as the systematic book grows.
- Build and maintain your own research stack in Python (data pipelines, feature engineering, backtesting, signal monitoring) and collaborate with quant developers to productionise code.
- Monitor live strategies, exposures and P&L, and iterate models based on performance attribution and changing market structure.
YOUR PROFILE:
- 3-5 years in a systematic quantitative research or trading role (hedge fund, prop shop, bank or major physical merchant), with a genuine signal‑generation track record.
- Exposure to at least two of: oil & products, gas, metals; cross‑commodity experience is a strong plus.
- Strong Python and SQL, comfortable in at least one OO language; able to build your own tools rather than wait for them.
- Solid grasp of time‑series modelling, statistical learning and portfolio/risk concepts; experience turning domain expertise into P&L‑generating trade ideas.
- Based in London or willing to relocate; on‑site presence is preferred to work closely with the trading desk.
What’s on offer
- Direct line from your models to live trading and P&L; discretion is reserved for genuine market dislocations, not second‑guessing signals.
- Access to extensive market data, fundamental research and physical market insight across oil, gas, power and metals.
- Experienced team of quants, traders and engineers who’ve already built the core infrastructure; you focus on alpha, not plumbing.
- Competitive compensation with meaningful upside tied to the performance of the strategies you build.
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Commodities Quant Researcher employer: Carter Wahlberg
Join a dynamic M&A advisory firm in London that prioritises hands-on experience and professional growth. With a lean team structure, you'll take on significant responsibilities early in your career, working directly with senior bankers on live deals across various sectors. The firm fosters a collaborative work culture, offering ample opportunities for personal development and exposure to high-profile transactions, making it an exceptional place for ambitious professionals seeking meaningful and rewarding employment.
