31 ago
|
Moreton Capital Partners
|
Ciudad de México
31 ago
Moreton Capital Partners
Ciudad de México
Quant Researcher – Systematic Commodities Hedge Fund
Moreton 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 integral 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 global 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.
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
📌 Quant Researcher (Ciudad de México)
🏢 Moreton Capital Partners
📍 Ciudad de México