Our client are a global quantitative investment manager specializing in systematic strategies across liquid asset classes.
The Role:
* Develop and implement systematic trading strategies in commodities markets.
* Analyze market dynamics (e.g., slippage, trading costs, liquidity) and identify trading opportunities.
* Lead the full research cycle: signal generation, portfolio construction, and execution.
* Monitor strategy performance and refine models over time.
* Collaborate with researchers, technologists, and traders globally.
Required Skillset:
* 6+ years’ experience with a strong understanding of commodity markets.
* Advanced degree in a quantitative field (e.g., mathematics, statistics, or engineering).
* Proficiency in programming (Python, R, C++, or similar).
* Experience with large datasets and quantitative research techniques.
* Proven track record in delivering successful systematic strategies.
* Ability to solve complex problems, innovate, and communicate effectively.
For more info, apply below or reach out to our director, Tom, on +353 87 695 8046 or tom@qenexus.com