Commodities Systematic Trader

A team at a leading $5Bn hedge fund in London and Paris is looking for a Quantitative Trader to support their trading.

The right candidate will be developing systematic strategies for commodities. They should have experience running capital, with end-to-end oversight of the entire trading process. The team is open to candidates with strategies focused on power, energy, softs, and cross-commodity.

The hedge fund provides high quality data and infrastructure for trading, ensuring strategies can be developed and begin running quickly.

• Leading the build-out of a systematic commodity book, running live strategies.
• Leveraging models to identify and optimise trading strategies in market data.
• Supporting the trade of large market flows over longer time horizons.
• Contributing to the research and trading pipeline, including Risk and Factor Modelling.

• Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering.
• Demonstrated experience in systematic commodities, with a preference for candidates with exposure to power, energy, softs, or cross-commodity strategies.
• Strong Sharpe ratio on live strategies.
• Strong fundamental understanding of the commodity market.
• Capacity to excel in a fast-paced environment.
• Strong coding skills in at least one of the following programming languages:
  Python, R, Matlab and/or C++, C#.

If interested, please apply via the link.