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

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