Quantitative Researcher – Commodity Futures | Systematic Macro | Hedge Fund

My client is a highly successful global investment management business with a long-standing focus on systematic investing and quantitative research. They are seeking a Quantitative Researcher to join their Systematic Macro Futures team, with a particular focus on developing strategies across commodity futures markets.

The team welcomes researchers with direct commodities experience, as well as those from other systematic macro markets, including Rates, FX and Equity Indices. The emphasis is on original thinking, rigorous research and the ability to turn compelling ideas into robust trading strategies.

What You'll Get

• The opportunity to develop commodity futures strategies within an established systematic investment business, with scope to make a direct contribution to investment performance.
• Close collaboration with experienced Quantitative Researchers, Portfolio Managers and Engineers in an environment built around scientific enquiry and empirical evidence.
• Access to extensive datasets and sophisticated research infrastructure to support the development, testing and implementation of original ideas.
• The opportunity to deepen your commodities expertise while drawing on research approaches and insights from across global macro markets.
• A highly competitive base salary, performance-related bonus and comprehensive benefits package.

What You'll Do

• Conduct original quantitative research to identify and develop systematic trading signals across commodity futures, including energy, metals and agricultural markets.
• Investigate sources of predictability using market, fundamental and alternative data, exploring relationships between prices, inventories, supply and demand, seasonality and futures curves.
• Develop and back-test strategies using statistical and machine learning techniques, assessing robustness across markets, time periods and market conditions.
• Evaluate how signals contribute to the wider portfolio, accounting for diversification, risk, liquidity, transaction costs and futures contract implementation.
• Work closely with Researchers, Portfolio Managers and Engineers to take successful ideas into production and refine strategies through ongoing analysis.

What You'll Need

• A Master’s or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or another highly quantitative discipline.
• Strong quantitative research experience within systematic investing; expertise in commodity futures is particularly relevant, although candidates from Rates, FX, Equity Indices or other macro markets are encouraged to apply.
• A track record of generating original research ideas and developing predictive signals or systematic trading strategies through rigorous empirical testing.
• Strong statistical modelling and time-series analysis skills, with a clear understanding of research pitfalls such as overfitting, data leakage and selection bias.
• Strong Python programming skills, experience working with large datasets and the ability to communicate research findings clearly.

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