Quantitative Researcher, Commodities

Cantor Fitzgerald•New York, NY

1d•$100,000 - $150,000

About The Position

Job Description: 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.

Requirements

Requires a bachelor’s degree or foreign equivalent in Finance, Statistics, Accounting or a closely related field.
Requires four (4) years of experience in a quantitative financial role with an investment firm.
Commodities markets, investment theory, predicting returns of commodities.
Modeling fundamental drivers of commodities.
Developing quantitative screens and tools to be used for trade generation.
Statistical tools and time-series analysis.
Programming languages including Python, R, MATLAB and SQL.
Research tools such as StarQube, Factset.
Calculating valuations of Over the Counter (OTC) commodity swap trades.
Financial analysis from annual reports and financial reports.

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 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.