Selby Jennings has partnered with a prestigious NY based multi strat fund that is looking to bring on a Quantitative Researcher that is well versed within the Commodities space to research and develop fully systematic short-term signals in a collaborative PM pod environment. The role will consist of engaging in the entire investment process from idea generation through execution with a high focus on the Global Commodities market.
- PhD or MS in a quantitative discipline from a top tier university (ideally in Mathematics/Statistics/Physics/Computer Science)
- Must be coming from a reputable trading desk at either a hedge fund or prop firm
- Strong knowledge of python and/or C++
- 1-10 years of prior work experience in the Commodity markets