Quantitative Researcher (Commodities)
OVERVIEW
Quantitative research plays a vital role in developing successful trading strategies in commodity markets. As a quantitative research analyst, you will bring your analytical, statistical, and programming skills to meet the exciting challenge of modeling and predicting the major supply & demand factors that impact commodity prices. By creating data-driven solutions, you will help produce actionable analysis in support of a commodity trading team.
Your Objectives:
- Conceptualize valuation strategies built around key fundamental supply & demand factors and their economics
- Work with complex data sets; prototyping and back-testing strategies that have direct influence on trading views
- Develop new models on market-relevant topics, e.g. modeling of Production, Demand, Shipping and Pipeline Flows, Flow of funds
- Develop and continuously improve upon quantitative methods and models
- Generate and implement ideas for improving existing strategies
- Build various trading strategy tools
QUALIFICATIONS & REQUIREMENTS
- Bachelor’s Degree (or higher) in a quantitative field. Degree courses in computer science, mathematics, statistics, finance, econometrics or other quantitative discipline preferred
- Programming experience in Python (including Pandas, NumPy, SciPy, Statsmodels, etc.) in the context of data analysis, with the ability to test ideas and develop infrastructure for further research
- Knowledge of statistical techniques (time series analysis, regressions, properties of distributions, etc.) and experience with their application
- Strong organization skills with the ability to present results clearly and iterate with PMs accordingly
The ideal candidate will be someone who demonstrates:
- Strong desire to work collaboratively with the team
- Interest in gaining an understanding of and exposure to commodity markets
- High standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agencies
- Problem solving skills and ability to identify and implement appropriate solutions
- Ability to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadline
- Strong written and verbal communication skills
- Outstanding attention to detail and strong organization skills
Location: Houston, Texas