A multi-strategy global proprietary trading firm is searching for a Commodities Quantitative Trading Strategist to support its Energy (Oil/Gas) and Agricultural Trading (Grains, Oilseeds, etc.) Teams. The Trading Teams are market-makers and also take proprietary/discretionary trades. The primary purpose of this position is to use financial engineering techniques with their existing fundamental analytic platform to drive trading strategy and commercial decisions.
- Quantitative research and modeling around Oil/Gas markets and in time the potential interrelationship/correlations to the Ags market;
- Identifying quantamental trade signals and price patterns in the Oil/Gas fundamental data using statistical analysis (time series, regression and machine learning techniques);
- Developing systematic trading strategies;
- Portfolio construction and optimization;
- Back-testing trade strategies and pricing; and
- Developing quantitative research tools to support traders.
Educational and professional requirements include:
- An advanced degree in a quantitative field (Physics, Mathematics, Engineering, Computer Science, etc.);
- 5+ years’ experience in a quantitative role supporting an energy trading environment;
- Strong background in statistics and probability is desired;
- Excellent programming skills (Python preferred, C++, C# and R considered);
- Ability to write and optimize database queries to extract and analyze large data sets is required; and
- Strong communication skills are essential.
Submit resumes to firstname.lastname@example.org.