Carter Wahlberg
Commodities Quant Researcher
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Commodities Quant Researcher (Oil, Metals, Gas)
Major Energy Trading House - London (On-site / Hybrid)
A leading global energy and commodities trading house is expanding its systematic trading capability within a well-established proprietary trading desk. The team runs a diversified book across oil, refined products, gas, power, and metals, and is now building out a more model-driven, systematic sleeve alongside its core fundamental and relative-value strategies.
This is a high-ownership seat: you will research, build, and run systematic strategies end-to-end, with your signals feeding directly into live trading. The platform (data, backtesting, execution, risk) is already in place; your job is to generate alpha, not to rebuild infrastructure. Well-built strategies translate straight into P&L, and the people who build them are the ones who run them.
YOUR ROLE:
- Develop original quantitative signals and systematic strategies across oil, refined products, gas, and metals, using market data plus fundamental/alternative datasets (inventories, flows, weather, positioning, text, etc.)
- Own the full research-to-production cycle: idea generation, backtesting, stress testing, cost/slippage modelling, and live deployment.
- Work closely with senior traders and quants on research direction, portfolio construction, and risk management; contribute to business-management discussions as the systematic book grows.
- Build and maintain your own research stack in Python (data pipelines, feature engineering, backtesting, signal monitoring) and collaborate with quant developers to productionize code.
- Monitor live strategies, exposures, and P&L, and iterate models based on performance attribution and changing market structure.
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YOUR PROFILE:
- 3-5 years in a systematic quantitative research or trading role (hedge fund, prop shop, bank, or major physical merchant), with a genuine signal-generation track record.
- Exposure to at least two of: oil & products, gas, metals; cross-commodity experience is a strong plus.
- Strong Python and SQL, comfortable in at least one OO language; able to build your own tools rather than wait for them.
- Solid grasp of time-series modelling, statistical learning, and portfolio/risk concepts; experience turning domain expertise into P&L-generating trade ideas.
- Based in London or willing to relocate; on-site presence is preferred to work closely with the trading desk.
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What’s on offer
- Direct line from your models to live trading and P&L; discretion is reserved for genuine market dislocations, not second-guessing signals.
- Access to extensive market data, fundamental research, and physical market insight across oil, gas, power, and metals.
- Experienced team of quants, traders, and engineers who’ve already built the core infrastructure; you focus on alpha, not plumbing.
- Competitive compensation with meaningful upside tied to the performance of the strategies you build.
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