Quant Researcher - Systematic Commodities Hedge Fund - Remote

Overview

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.

In Short

• 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 and evaluate novel features from prices, fundamentals, positioning, options data, and alternative datasets (e.g., satellite, weather and global commodity cash pricing).
• 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.

Requirements

• Strong background in quantitative research and machine learning.
• Experience with systematic trading and commodities.
• Proficiency in statistical analysis and backtesting methodologies.
• Ability to work with large datasets and alternative data sources.
• Familiarity with portfolio construction and optimization techniques.
• Strong programming skills, preferably in Python or R.
• Excellent problem-solving and analytical skills.

Benefits

• Competitive salary and performance-based bonuses.
• Opportunities for professional development and training.
• Collaborative and innovative work environment.
• Health and wellness benefits.
• Flexible working hours.