NYC or Houston | $12B+ AUM Hedge Fund
This is not a “build models and hand them off” quant role.
I’m working with a $12B+ AUM hedge fund that is expanding its commodities platform and looking for a quantitative researcher/trader to work directly across Power & Energy and Natural Gas.
The mandate sits right at the intersection of research, trading and P&L - developing systematic signals, uncovering market inefficiencies, building forecasting models and turning quantitative research into actionable trades.
You’ll have the opportunity to work closely with experienced traders and portfolio managers, with genuine exposure to the investment process and capital allocation rather than operating in a silo.
What you'll do:
- Quantitative research across Power / Energy / Natural Gas
- Alpha generation, forecasting & statistical modelling
- Fundamental + systematic data analysis
- Strategy development, backtesting & optimization
- Translating research into live trading strategies
- Working closely with traders/PMs on portfolio construction and risk
We’re looking for someone with:
- Strong quantitative research/trading experience
- A background in commodities, energy, power or natural gas is highly relevant
- Strong Python/C++/R or similar programming skills
- Experience taking ideas from research through to implementation
- A genuine interest in markets and trading
New York or Houston
If you’re a quant researcher/trader who wants to work closer to the capital, the trader and ultimately the P&L, this is one worth discussing.
DM me directly or send your CV to explore the opportunity confidentially.
Quantitative Researcher in New York City Metropolitan Area at Alexander Chapman
This position is listed as full time and onsite. It was posted 3 days ago.