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Junior Quantitative Researcher, Commodities and Cross Asset (Python/R)

Формат работы
hybrid
Тип работы
fulltime
Грейд
junior
Английский
c1
Страна
UK/US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Junior Quantitative Researcher, Commodities and Cross Asset (Python/R): Developing and testing signals and portfolio construction methods across commodity and cross-asset markets with an accent on statistical modelling, optimization, and risk analysis. Focus on translating academic research into systematic trading ideas, implementing them in live portfolios, and communicating findings to institutional clients.

Location: London, United Kingdom; hybrid work arrangement. Applicants must have the right to work in the UK without current or future sponsorship.

Company

hirify.global is a private, independent, employee-owned investment manager founded in 1939, managing equity, fixed income, private equity, hedge fund, commodity, and multi-asset strategies.

What you will do

  • Generate, research, and test signals across commodity and cross-asset markets.
  • Design and evaluate signals using statistical and quantitative methods.
  • Contribute to portfolio construction, optimization, and risk analysis.
  • Monitor live strategy performance and turn observations into new research hypotheses.
  • Produce client-facing research, including quarterly letters, white papers, blog posts, and webinars.
  • Support due diligence and consultant requests while collaborating with portfolio managers and researchers.

Requirements

  • 3–5 years of relevant experience researching signals across commodity and cross-asset markets.
  • Strong proficiency in R or Python and experience working with large financial datasets.
  • Strong grounding in statistical and mathematical modelling, portfolio construction, optimization, and risk analysis.
  • Ability to read academic literature and translate it into testable ideas.
  • Degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics; a Master’s or PhD is advantageous.
  • Excellent written and spoken English, plus the right to work in the UK without current or future sponsorship.

Nice to have

  • Familiarity with transaction costs and their impact on signal design.
  • Experience in systematic trading.
  • Master’s degree or PhD in a quantitative discipline.

Culture & Benefits

  • Work in an academically grounded, systematic investment team based in New York and London.
  • Collaborate closely with portfolio managers, researchers, and institutional clients.
  • Gain direct exposure to live strategy management and client engagement.
  • Contribute to a broad research agenda within an employee-owned investment manager.

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