Quantitative Commodities Portfolio Manager

Responsibilities

• Strategy Development: Research, design, and implement systematic trading strategies across commodities (energy, metals, ags, softs, carbon).
• Alpha Generation: Identify predictive signals in market, macroeconomic, and alternative datasets.
• Portfolio Management: Manage risk-adjusted portfolios, optimizing exposures across futures, swaps, options, and structured products.
• Execution: Work with quant traders and developers to refine execution algorithms and reduce slippage.
• Risk Oversight: Monitor factor, volatility, liquidity, and correlation risks within the commodities space.
• Collaboration: Partner with quants, data scientists, and technologists to scale strategies globally.
• Reporting: Communicate performance drivers, risk exposures, and PnL attribution to senior management.

Key Skills & Experience

• Track record managing profitable systematic commodities strategies (discretionary + systematic hybrid also valued).
• Deep knowledge of commodities markets: futures curves, seasonal patterns, supply/demand dynamics.
• Strong coding and research background (Python, C++, R, SQL, MATLAB).
• Familiarity with time-series forecasting, machine learning, and alternative data.
• Expertise in portfolio construction and risk management for commodities strategies.
• Typically 7–15+ years’ experience in quantitative finance or commodities trading.
• Advanced degree in a quantitative field (math, physics, computer science, engineering, economics).

Success Metrics

• Consistent risk-adjusted returns (Sharpe, Sortino).
• Low correlation to existing book/fund strategies.
• Robust, scalable alpha models across commodities.
• Strong drawdown control and disciplined risk process.