Quant Researcher – Systematic Commodities Hedge FundMoreton Capital Partners is seeking a talented Quant Researcher to help build the next generation of alpha signals in commodity futures. Our research is grounded in advanced machine learning, robust testing frameworks, and a deep understanding of global commodity markets.This role is central to our mission: you’ll take ownership of designing, testing, and refining predictive models that directly feed into live trading portfolios.Key Responsibilities- Research, prototype, and validate systematic trading signals across commodities using advanced ML methods.- Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests.- Engineer, test, and maintain features from prices, fundamentals, positioning, and alternative datasets (e.G., satellite, weather and integral commodity cash pricing). Feature work is a core part of this role.- Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods.- Develop portfolio construction and optimization techniques and analysis tools to be able to enhance performance and track effects on portfolio execution.- Collaborate with developers to transition research into production-ready strategies.- Monitor live performance, attribution, and model drift, ensuring continual improvement of the alpha library.Requirements- Masters or PhD in either Statistics, Economics,



Computer Science.- Strong background in machine learning and statistical modelling (tree-based models, regularization, time-series ML).- Proficiency in Python (pandas, NumPy, scikit-learn, XGboost, PyTorch/TensorFlow).- Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias.- Academic experience in research and proven ability to translate academic work to production code.- Prior exposure to systematic trading or financial modelling.- Ability to design experiments, interpret results, and iterate quickly in a research environment.Bonus points for:- Knowledge of commodities (agriculture, energy) or macro markets.- Experience with feature engineering on non-traditional datasets (weather, satellite).- Experience collaborating in version control environments.- Familiarity with portfolio optimization, risk parity, or Bayesian model averaging.- Publications, Kaggle competitions, or research track record demonstrating applied ML excellence.Benefits- Direct impact: Your alphas will go live into production portfolios, with real capital behind them.- Research-first culture: We value deep thinking, novel approaches, and systematic rigor.- Close collaboration across a global team.- Career growth: Clear trajectory to senior researcher roles as we scale AUM and expand product lines.- Attractive compensation: Highly competitive base salary and annual bonus that scales as the business grows.- Positive, inclusive and encouraging work environment.

📌 Quant Researcher - Systematic Commodities Hedge Fund (Ciudad de México)
🏢 Moreton Capital Partners
📍 Ciudad de México