My client, a leading global systematic hedge fund is seeking a Senior Commodities Quantitative Researcher to join its New York office. The firm is renowned for its collaborative culture, strong research focus, and giving quants strong autonomy in a full-stack role.
With an established and successful commodities platform across European markets, the team is now looking to expand into US Power and Gas. This hire will play a pivotal role in shaping and building out this next phase of growth.
The Role
As a senior member of the commodities research team, you will:
- Lead the research, development, and implementation of systematic trading strategies focused on US Power & Gas markets
- Identify and exploit inefficiencies through data-driven modelling and advanced quantitative techniques
- Work closely with other researchers and technologists in a highly collaborative environment
- Contribute to the end-to-end research lifecycle, from idea generation through to production deployment
- Help define the research agenda and strategic direction for the US energy expansion
Key Requirements
- Proven experience in systematic strategy research and development within commodities, ideally US Power and/or Gas
- Strong understanding of energy markets, fundamentals, and data structures
- Advanced quantitative skillset, including statistical modelling, time series analysis, and machine learning techniques
- Proficiency in programming (typically Python; experience with large datasets is essential)
- Demonstrated ability to independently drive research projects while contributing to a team-oriented environment
- Excellent academic background in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science)
Why Join?
- Opportunity to lead and shape a new growth area within an established, high-performing platform
- Strong emphasis on collaboration with high-calibre colleagues
- Autonomy and ownership over your research and ideas
- Competitive compensation aligned with impact