Commodities Quant Researcher

Commodities Quant Researcher (Oil, Metals, Gas)

Major Energy Trading House - London (On-site / Hybrid)

A leading global energy and commodities trading house is expanding its systematic trading capability within a well‑established proprietary trading desk. The team runs a diversified book across oil, refined products, gas, power and metals, and is now building out a more model‑driven, systematic sleeve alongside its core fundamental and relative‑value strategies.

This is a high‑ownership seat: you will research, build and run systematic strategies end‑to‑end, with your signals feeding directly into live trading. The platform (data, backtesting, execution, risk) is already in place; your job is to generate alpha, not to rebuild infrastructure. Well‑built strategies translate straight into P&L, and the people who build them are the ones who run them.

YOUR ROLE:

Develop original quantitative signals and systematic strategies across oil, refined products, gas and metals, using market data plus fundamental/alternative datasets (inventories, flows, weather, positioning, text, etc.)

Own the full research‑to‑production cycle: idea generation, backtesting, stress testing, cost/slippage modelling and live deployment.

Work closely with senior traders and quants on research direction, portfolio construction and risk management; contribute to business‑management discussions as the systematic book grows.

Build and maintain your own research stack in Python (data pipelines, feature engineering, backtesting, signal monitoring) and collaborate with quant developers to productionise code.

Monitor live strategies, exposures and P&L, and iterate models based on performance attribution and changing market structure.

YOUR PROFILE:

3-5 years in a systematic quantitative research or trading role (hedge fund, prop shop, bank or major physical merchant), with a genuine signal‑generation track record.

Exposure to at least two of: oil & products, gas, metals; cross‑commodity experience is a strong plus.

Strong Python and SQL, comfortable in at least one OO language; able to build your own tools rather than wait for them.

Solid grasp of time‑series modelling, statistical learning and portfolio/risk concepts; experience turning domain expertise into P&L‑generating trade ideas.

Based in London or willing to relocate; on‑site presence is preferred to work closely with the trading desk.

What’s on offer

Direct line from your models to live trading and P&L; discretion is reserved for genuine market dislocations, not second‑guessing signals.

Access to extensive market data, fundamental research and physical market insight across oil, gas, power and metals.

Experienced team of quants, traders and engineers who’ve already built the core infrastructure; you focus on alpha, not plumbing.

Competitive compensation with meaningful upside tied to the performance of the strategies you build.

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