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 tomqenexus.com