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Senior Quantitative Commodities Analyst

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VR/01358 | Asset Management | London | Quantitative Analysts | Negotiable

Our client is a world-leading hedge fund with over £3bn under management in it commodities fund alone.  We are looking for a senior quantitative researcher to join the group and work with the traders to look at marco economic and mathematical models for oil/gas, electric, metals and softs.  The role includes trend analysis, back testing data to model future trends, looking at geographical and political trends to predict the market.  The role also includes generating and testing new trade models/ideas as well as monitoring the portfolio of mid/long term trades.

Job Role:

Responsibilities:

 

  • Analyse time series data (options, futures, forwards, spot) across a range of commodity markets using a variety of statistical and applied mathematical methods
  • Create new systematic strategies to trade commodity markets, and improve existing models
  • Monitor and manage the portfolio of models trading in agricultural, energy and metal markets
  • Collaborate in firm wide research into trading models, portfolio allocation and trade execution
  • Write code to produce analytics, back-tests and reports on trading models
  • Write internal research papers, and give presentations, summarising methods, results and performance.

Requirements:

  • PhD or exceptional Masters in a statistical/mathematical/scientific/econometric discipline
  • Knowledge and experience in either agricultural, energy or metal markets
  • Able to develop new ideas and conduct independent research using financial data
  • Experience of statistical or mathematical modelling and data analysis
  • Experience with one of Matlab, Splus or R, and preferably one of C/C++, SQL, Fortran or Perl
  • Excellent communication skills including presenting results and writing reports
  • Able to convey complicated mathematical and financial concepts in a straightforward manner

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