2 дня назад
Quantitative Research Analyst (Commodities)
165 000 - 240 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Research Analyst (Commodities) (Python/statistical modelling): Developing research, risk, and pre-trade analytics for listed and OTC commodity derivatives with an accent on econometric modelling, portfolio risk, and scalable analytical tools. Focus on back-testing systematic and option strategies, modelling commodity-specific processes, and applying machine learning to investment problems during US trading hours.
Location: Newport Beach, California, USA; quantitative support is provided during US trading hours.
Salary: $165,000–$240,000 per year, plus a discretionary bonus.
Company
is a global active fixed-income investment manager operating across public and private markets, including commodities.
What you will do
- Develop quantitative tools and empirical studies for relative-value analysis, trading-opportunity evaluation, and portfolio-management decisions across commodity markets.
- Build, enhance, and maintain models generating risk analytics for existing and prospective commodity positions.
- Develop robust, scalable, and reusable pre-trade analytics and research tools in Python.
- Provide quantitative support to Portfolio Managers and traders for risk management and operational analysis during US trading hours.
- Research, back-test, and maintain systematic, option, and quantitative investment strategies.
- Expand analytics coverage across energy, power, metals, agriculture, and soft commodities while enhancing supporting technology infrastructure.
Requirements
- Master’s degree or PhD in a highly quantitative discipline such as mathematics, statistics, econometrics, financial economics, physics, engineering, or computer science; PhD preferred.
- 2–5 years of relevant experience as a commodity quant at a sell-side trading desk or quantitatively oriented asset manager; exceptional junior candidates with relevant doctoral research may be considered.
- Strong knowledge of probability, statistics, econometrics, financial mathematics, and empirical research.
- Experience modelling commodity-specific processes, ideally in power, weather, oil, natural gas, metals, or agricultural markets.
- Advanced Python programming skills and experience delivering reliable analytical or research tools, risk analytics, strategy back-tests, or pre-trade analytics.
- Ability to collaborate with Portfolio Managers and traders, explain complex quantitative concepts clearly, and deliver accurate analysis in a time-sensitive front-office environment.
Nice to have
- Knowledge of risk-neutral derivatives modelling and option analytics.
- Exposure to machine learning, AI engineering, or modern data-science techniques.
Culture & Benefits
- Full-time employment within a high-performance and inclusive culture.
- Compensation includes a fixed base salary and discretionary performance-based bonus.
- Work closely with Portfolio Managers, traders, quantitative researchers, and technologists.
- Opportunity to contribute to AI-enabled research capabilities and technology infrastructure for quantitative strategies.
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