Quantitative Researcher, Commodities
About The Position
Perform quantitative analysis on commodity portfolios, including measuring risk and return characteristics. Generate calculations for clients and prospects. Perform fundamental analysis on commodity sectors including energy, agriculture, livestock, precious metals, and industrial metals. Perform portfolio attribution to help clients understand the biggest drivers of performance, portfolio turnover rates, the frequency of trading, and largest risks being taken in the portfolio. Perform quantitative research to generate new signals to complement current strategies. Expand data-driven quantitative models and help the team generate alpha. Develop and enhance quantitative screens and tools with simple graphical user interface and help the team by providing quantitative analysis of potential trade opportunities. Develop scripts in Python that can be used to automate various processes for enhanced efficiency. Predict which commodities will have higher returns than other commodities, and which maturity contracts will have higher returns than different maturity contracts. Monitor key trading limits across all portfolios, including client-directed investment guidelines, and regulatory position limits.
Responsibilities
- Perform quantitative analysis on commodity portfolios, including measuring risk and return characteristics.
- Generate calculations for clients and prospects.
- Perform fundamental analysis on commodity sectors including energy, agriculture, livestock, precious metals, and industrial metals.
- Perform portfolio attribution.
- Perform quantitative research to generate new signals to complement current strategies.
- Expand data-driven quantitative models and help the team generate alpha.
- Develop and enhance quantitative screens and tools with simple graphical user interface.
- Develop scripts in Python that can be used to automate various processes for enhanced efficiency.
- Predict which commodities will have higher returns than other commodities, and which maturity contracts will have higher returns than different maturity contracts.
- Monitor key trading limits across all portfolios, including client-directed investment guidelines, and regulatory position limits.
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What This Job Offers
Job Type
Full-time
Education Level
No Education Listed
