M
Posted 2w agoMexico 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.

Similar Openings in Other

View all in category