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My client is a major research and technology driven Quant Hedge Fund. The team has a very strong track record accross various systematic trading strategies and are now looking to expand into commoditiess.
Research, design and implement systematic strategies within commodities (energy/futures) - you will be responsible for the full life-cycle generation of the strategy
Monitor and optimise strategies
Implement trading signals into the firm's framework
Leverage your specific Commodities market knowledge with team members - sharing production results, methodology and processes with other researchers/PMs
Quantitative background - includes degrees in Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research, Computer Science and Physics
Minimum of 5 years' experience within Commodities - specifically Energy/futures
Statistical/mathematical modelling/programming (preferred but not essential)
Able to work as part of a team in a fast-paced environment