Overview
A leading quantitative trading firm is seeking a Commodities Quant Trader to research, develop, and trade systematic strategies across global commodities markets.
This role combines quantitative research, model development, and live trading responsibility, working closely with technology and data teams to deploy scalable, data-driven strategies across energy, metals, and agricultural products.
Key Responsibilities
- Develop and implement quantitative trading strategies across commodities markets.
- Conduct alpha research using market, fundamental, and alternative datasets.
- Trade and manage systematic strategies across futures and related derivatives.
- Analyse market microstructure, liquidity dynamics, and execution performance.
- Collaborate with engineers to improve trading infrastructure and execution efficiency.
- Monitor live strategies and continuously refine models based on performance analytics.
Requirements
- Strong quantitative academic background (Mathematics, Physics, Engineering, Statistics, or similar).
- Experience researching or trading commodities markets.
- Strong programming skills in Python, C++, or comparable languages.
- Solid understanding of derivatives, futures markets, and risk management.
- Experience working with large datasets and statistical modelling techniques.
- Ability to take ownership of strategies from research through production trading.
Preferred Experience
- Energy, metals, or agricultural futures trading.
- Time-series modelling and signal generation.
- Systematic or algorithmic trading environments.
- Knowledge of exchange-traded derivatives and execution optimisation.
What's Offered
- Direct impact within a front-office trading environment.
- Access to high-quality datasets and advanced trading infrastructure.
- Collaborative quant-driven culture.
- Strong performance-based compensation and career progression.
