Quant Researcher, Commodities

Responsibilities: Develop models and analytical frameworks for new and existing products Build tools for scenario analysis, forecasting, optimization, and valuation Translate market structure and operational realities into rigorous quantitative research Collaborate with portfolio managers, traders, and analysts to generate market insights and actionable ideas Contribute to the research architecture and analytics platform used by the investment team

Key requirements: PhD, MSc, or BSc in a highly quantitative discipline such as mathematics, physics, computer science, engineering, statistics, economics, or operations research Strong C++ skills with experience building high-performance analytical libraries and models Strong Python skills for research, prototyping, data analysis, and workflow orchestration At least 5 years of experience in a quantitative research, commodities, logistics, or applied modeling environment Experience designing and integrating models into front office risk platforms and pricing tools Strong grounding in probability, statistics, linear algebra, optimization, and numerical methods Experience with time series analysis, forecasting, simulation, optimization under constraints, network and flow models, stochastic modeling Interest or experience in physical commodity markets, energy markets, and related logistics domains Strong commercial instincts and interest in applying quantitative research to investment decisions Ability to work independently and as part of a team Intellectually curious and motivated by complex market problems C++ (high-performance libraries and models) Python (research, prototyping, data analysis) Probability, statistics, linear algebra, optimization, numerical methods