Position: Quantitative Researcher - Commodities
Location: Dubai
A leading global hedge fund is seeking a talented Quantitative Researcher to join a collaborative and entrepreneurial investment team focused on systematic strategies within global commodities markets. This role offers the opportunity to engage in the entire investment process, from data exploration to execution, in a fast-paced and innovative environment.
Key Responsibilities:
- Build and enhance the team's proprietary research platform.
- Identify and onboard new global markets and datasets to drive alpha research.
- Manipulate and analyse large, diverse datasets to develop actionable signals.
- Research and develop systematic trading signals utilising market and fundamental datasets.
- Collaborate closely with senior team members, contributing to all aspects of the investment process.
Preferred Skills and Qualifications:
- Strong proficiency in Python; familiarity with Rust is a plus.
- Advanced degree (Master's or PhD) in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field.
- 3+ years of experience in data-focused research, preferably within commodities.
- Expertise in modelling cross-market relationships, with a strong analytical and problem-solving mindset.
- Experience with machine learning and statistical techniques is highly valued.
Additional Considerations:
- Curiosity, ambition, and a proactive, self-starter mindset are essential.
- Familiarity with short-term power trading or EU/US power markets is a bonus but not required.
This role offers a unique opportunity to work on impactful projects in a high-calibre team, leveraging innovative technology and data in the commodities space.
