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 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:

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📌 Quant Researcher (Ciudad de México)
🏢 Moreton Capital Partners
📍 Ciudad de México