Quantitative Researcher

Statar Capital, LLC

10h

About The Position

Join Statar Capital LLC's systematic commodities trading team to build forecasting models for its strategies. The team of five researches and trades systematic strategies across commodity futures. You will work closely with traders and an engineer to turn research ideas into production-grade strategies.

Requirements

• BS, MS, or PhD in Statistics, Mathematics, Physics, Computer Science, Engineering, Quantitative Finance, or a related quantitative field.
• Demonstrable experience with forecasting, machine learning, and deep learning techniques.
• Strong programming skills in Python, including pandas and PyTorch.
• Experience running research or data workloads on distributed or cloud compute.
• Strong grounding in time-series analysis and experiment design, with the discipline to avoid overfitting.
• Creative, self-motivated, and intellectually curious, with precise communication skills and a desire to work in a small, collaborative, fast-paced team.

Nice To Haves

• AWS experience is preferred.
• Proven experience developing successful quantitative trading strategies is preferred, though not required.
• Experience with SQL or time-series databases, C++, and commodities or energy markets is a plus.

Responsibilities

• Research and develop systematic strategies across futures, with a strong emphasis on commodities, using statistical and machine learning methods.
• Own the research process end to end, including experiment design, dataset generation, time-series analysis, feature engineering, model building, backtesting, and productionizing signals.
• Run research workloads efficiently on the distributed, cloud-based compute platform and work with the platform engineer to shape new capabilities.
• Collaborate with traders, engineers, and core technology teams to find the best expression of new ideas in the portfolio.
• Document research findings with academic rigor.

What This Job Offers

• Job Type: Full-time