Moreton Capital Partners · 4 months ago
Quant Researcher - Systematic Commodities Hedge Fund
United States
Full-time
Remote
Mid LevelMoreton Capital Partners is seeking a talented Quant Researcher to help build the next generation of alpha signals in commodity futures. This role is central to their mission, involving ownership of designing, testing, and refining predictive models that directly feed into live trading portfolios.
ConsultingFinancial Services
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 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
Qualification
Required
Advanced knowledge of machine learning methods
Experience in designing and implementing rigorous backtests
Ability to engineer and evaluate novel features from various data sources
Experience in blending multiple alpha forecasts into meta-models
Knowledge of portfolio construction and optimization techniques
Ability to collaborate with developers to transition research into production-ready strategies
Experience in monitoring live performance and model drift
Company
Moreton Capital Partners
Moreton Capital Partners is a quantitative investment firm.
2-10 employees
Funding
Current Stage
Early StageLeadership Team
A
Alistair Fullerton
COO | Co-founder
Les Finemore
Chief Investment Officer
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