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Quantitative Researcher, Commodities

at BGC Partners

Mid LevelNo visa sponsorshipPython

Posted 6 days ago

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Compensation: $100,000 – $150,000 USD
City: New York City
Country: United States

Perform quantitative analysis on commodity portfolios, measuring risk and return characteristics. Conduct fundamental analysis across commodity sectors (energy, agriculture, livestock, precious metals, industrial metals) and perform portfolio attribution to identify drivers of performance, turnover, trading frequency, and key risks. Develop and expand data-driven quantitative models and signals to complement current strategies. Create Python scripts to automate processes and support trade opportunities.

Location: NY, United States

Job Description: Perform quantitative analysis on commodity portfolios, including measuring risk and return characteristics. Generate calculations for clients and prospects. Perform fundamental analysis on commodity sectors including energy, agriculture, livestock, precious metals, and industrial metals. Perform portfolio attribution to help clients understand the biggest drivers of performance, portfolio turnover rates, the frequency of trading, and largest risks being taken in the portfolio. Perform quantitative research to generate new signals to complement current strategies. Expand data-driven quantitative models and help the team generate alpha. Develop and enhance quantitative screens and tools with simple graphical user interface and help the team by providing quantitative analysis of potential trade opportunities. Develop scripts in Python that can be used to automate various processes for enhanced efficiency. Predict which

commodities will have higher returns than other commodities, and which maturity contracts will have higher returns than different maturity contracts. Monitor key trading limits across all

portfolios, including client-directed investment guidelines, and regulatory position limits.

Responsibilities

Minimum Requirements: Requires a bachelor’s degree or foreign equivalent in Finance, Statistics, Accounting or a closely related field. Requires four (4) years of experience in a quantitative financial role with an investment firm. Experience must include: Commodities markets, investment theory, predicting returns of commodities. Modeling fundamental drivers of commodities. Developing quantitative screens and tools to be used for trade generation. Statistical tools and time-series analysis. Programming languages including Python, R, MATLAB and SQL. Research tools such as StarQube, Factset. Calculating valuations of Over the Counter (OTC) commodity swap trades. Financial analysis from annual reports and financial reports. Salary Range: $100,000- $150,000 /yr.

Job Description: Perform quantitative analysis on commodity portfolios, including measuring risk and return characteristics. Generate calculations for clients and prospects. Perform fundamental analysis on commodity sectors including energy, agriculture, livestock, precious metals, and industrial metals. Perform portfolio attribution to help clients understand the biggest drivers of performance, portfolio turnover rates, the frequency of trading, and largest risks being taken in the portfolio. Perform quantitative research to generate new signals to complement current strategies.

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