My Client, a pod within a large multi-Bn AUM Hedgefund, are looking for a systematic Commodity quant researcher to work on mid-frequency strategies. The team are split between London and Paris, and are open for a candidate to sit in either office.
The team of 4 work on strategies ranging from intraday to 1 week holding periods, and cover cross-commodity strategies including energy and metals. They're open to candidates from 1+ years experience that have previously produced strategies with a Sharpe above 1.5. Alternatively, those that have been part of a very high performing collaborative team at a competitor.
- Research and Development of Systematic strategies in a collaborative pod environment.
- Enhancing the back-testing framework
- Data Analytics and Exploration
- Research of Portfolio Construction Techniques
- Implementation of strategies
- 1+ Years experience of alpha generation within Commodity markets
- Strong Programming Skills (Python is preferable)
- MSc/ PhD in STEM subject.