Quantitative Researcher, Commodities

Responsibilities

• Develop HFT and MFT trading strategies on CME and ICE commodities inter- and intra-spread markets focused on volume and P&L via our prop. trading platform.
• Run backtesting and spread strategy portfolio optimisations work within the quant team on enriching ML pipeline and statistical tools;
• Analyse historical and live market data to identify opportunities and spread dislocations;
• Tune and debug models under realistic market conditions including bid/ask spreads market noise slipage.

Qualifications

• Strong skills in statistics probability and time-series analysis;
• Background in a top-tier proprietary trading firm or hedge fund is strongly preferred;
• A proven track record in energy commodities (particularly oil & gas);
• Experience in developing and supporting fully systematic trading strategies with holding periods ranging from minutes to a few hours;
• Proficiency in...