Junior Quantitative Researcher, Commodities and Cross Asset

Key Requirements / Qualifications: (essential unless otherwise stated)

• 3–5 years of relevant experience researching signals across commodity and cross-asset markets. • Strong proficiency in R or Python, with the ability to work comfortably with large financial datasets. • Solid grounding in statistical and mathematical modelling, with the judgment to choose the right tool for the problem at hand. • Understanding of portfolio construction, optimization, and risk analysis. • Comfort reading academic literature and translating it into testable ideas. • Fluent use of AI tools in research and coding, combined with the discipline to verify outputs. • Familiarity with transaction costs and their impact on signal design is a plus. • Experience in systematic trading is a plus. • Strong academic record with a degree in a quantitative discipline, such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics, from a leading university; a PhD or Master’s is advantageous. • Intellectual curiosity and a genuine interest in markets and the forces that drive them, not only in methods. • A hands-on, rigorous approach, with the motivation to follow an idea from intuition through testing to implementation. • Excellent written and spoken English, with the presence and credibility to present work to institutional clients and defend it effectively. • Highly organized, with the ability to manage multiple research threads in parallel. • Collaborative and comfortable working closely with portfolio managers, researchers, and clients.

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