Energy Quantiative Researcher in City of London

Job description

Our client, a leading global hedge fund managing over $60 billion in assets, is actively seeking a Quantitative Researcher / Forwards Trader to join their high-performing Delta One desk.

This is a rare opportunity to join a top-tier investment firm at the cutting edge of systematic trading and research. The ideal candidate will bring expertise in energy markets, with a strong track record in systematic trading of forward contracts, CTA-style strategies, or other niche derivative products.

Responsibilities:

• Develop, research, and implement systematic Delta One trading strategies focused on Energy and Power markets
• Pioneer expansion into the more specialist products (forwards, swaps, other OTC energy derivatives)

• Leverage proprietary datasets, market intelligence, and quantitative models to enhance execution and alpha generation.

Requirements:

• 4+ years of experience in a quant or trading role within a hedge fund, proprietary trading firm, or leading Commodities shop
• Proven experience in systematic Energy forwards trading, CTA models, or cross-commodity quantitative research
• Strong programming skills in Python, R, or C++

Extra information

Status

Open

Education Level

Secondary School

Location

City of London

Type of Contract

Part-time jobs

Published at

01-08-2025

Full UK/EU driving license preferred

No

Car Preferred

No

Must be eligible to work in the EU

No

Cover Letter Required

No

Languages

English