06 sep
|
Moreton Capital Partners
|
Isla Guadalupe
06 sep
Moreton Capital Partners
Isla Guadalupe
Description
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 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 desig
📌 Quant Researcher (Isla Guadalupe)
🏢 Moreton Capital Partners
📍 Isla Guadalupe