Job Description
City: London
State: England
Company: Aurum Search Limited
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++
