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Posted 2w ago•Mexico City, Mexico City, Mexico
Quant Researcher - Systematic Commodities Hedge Fund
MiddleOn-site (Mexico City)Salary undisclosed
Required Skills
PythonNext.jsPyTorchTensorFlow
Job Description
Quant Researcher – Systematic Commodities Hedge Fund
Moreton Capital Partners is seeking a talented Quant Researcher to help build the next generation of alpha signals in commodity futures. Our research is grounded in advanced machine learning, robust testing frameworks, and a deep understanding of global commodity markets.
This role is central to our mission: you’ll take ownership of designing, testing, and refining predictive models that directly feed into live trading portfolios.
Key Responsibilities
- Research, prototype, and validate systematic trading signals across commodities using advanced ML methods.
- Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests.
- Engineer, test, and maintain features from prices, fundamentals, positioning, and alternative datasets (e.g., satellite, weather and global commodity cash pricing). Feature work is a core part of this role.
- Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods.
- Develop portfolio construction and optimization techniques and analysis tools to be able to enhance performance and track effects on portfolio execution.
- Collaborate with developers to transition research into production-ready strategies.
- Monitor live performance, attribution, and model drift, ensuring continual improvement of the alpha library.
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