3 часа назад
Commodities Quantitative Research Extern (Machine Learning)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Commodities Quantitative Research Extern (Machine Learning): Conducting quantitative research for commodity trading teams by developing hypotheses, models, analytical tools, and reproducible code using large market and fundamental datasets with an accent on statistical analysis, time-series modeling, econometrics, and machine learning. Focus on back testing strategies, evaluating noisy alternative datasets, assessing model robustness across market environments, and translating physical commodity fundamentals into trading insights.
Location: Houston, Texas, United States
Company
operates investment teams focused on commodity markets and data-driven trading research.
What you will do
- Conduct independent, project-based quantitative research on commodity markets using large and complex datasets.
- Develop market hypotheses and evaluate them through statistical analysis, modeling, and back testing.
- Build quantitative models for forecasting, market-dynamics analysis, trading opportunities, and risk assessment.
- Apply statistical, econometric, machine learning, stochastic modeling, derivatives, and time-series techniques.
- Evaluate alternative datasets, engineer features, and translate research into reproducible code, analytical tools, and dashboards.
- Present research findings and model results to Portfolio Managers, traders, analysts, and other investment professionals.
Requirements
- Eligibility as a student enrolled at Rice University is required.
- Current enrollment in a bachelor's, master's, or PhD program in a quantitative discipline such as mathematics, statistics, computer science, engineering, physics, or economics.
- Strong foundations in probability, statistics, and statistical modeling, with rigorous problem-solving and analytical skills.
- Experience working with real-world datasets, including noise, missing data, overfitting, model assumptions, and out-of-sample testing.
- Programming experience in Python and experience with SQL, Python data tools, and/or Microsoft Excel.
- Ability to investigate open-ended research questions independently and communicate complex quantitative ideas clearly.
Nice to have
- Experience with C++, R, or similar programming languages.
- Familiarity with optimization, machine learning, econometrics, time-series analysis, stochastic modeling, or derivatives.
- Previous experience in finance, commodities, or energy markets.
Culture & Benefits
- Direct collaboration with Portfolio Managers, traders, and analysts.
- Project-oriented work with ownership from initial research idea through analysis, back testing, and presentation.
- Exposure to crude oil, refined products, natural gas, power, and related physical and financial markets.
- Fast-paced, performance-oriented environment emphasizing intellectual curiosity, analytical rigor, collaboration, and ownership.
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