Quant Researcher - Systematic Commodities Hedge Fund

Moreton Capital Partners is seeking a talented Quant Researcher to help build the next generation of alpha signals in commodity futures. Our research is grounded in advanced machine learning, robust testing frameworks, and a deep understanding of global commodity markets.

This role is central to our mission: you’ll take ownership of designing, testing, and refining predictive models that directly feed into live trading portfolios.

• 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.

Requirements

• Masters or PhD in either Statistics, Economics, Computer Science.
• Strong background in machine learning and statistical modelling (tree-based models, regularization, time-series ML).
• Proficiency in Python (pandas, Num Py, scikit-learn, XGboost, PyTorch/Tensor Flow).
• Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias.
• Academic experience in research and proven ability to translate academic work to production code.
• Prior exposure to systematic trading or financial modelling.
• Ability to design experiments, interpret results, and iterate quickly in a research environment.
• Knowledge of commodities (agriculture, energy, metals) or macro markets.
• Experience with feature engineering on non-traditional datasets (options positioning, weather, satellite).
• Experience collaborating in version control environments.
• Familiarity with portfolio optimization, risk parity, or Bayesian model averaging.
• Publications, Kaggle competitions, or research track record demonstrating applied ML excellence.
• Direct impact:
  Your alphas will go live into production portfolios, with real capital behind them.
• Research-first culture:
  We value deep thinking, novel approaches, and systematic rigor.
• Close collaboration across a global team.
• Career growth:
  Clear trajectory to senior researcher roles as we scale AUM and expand product lines.
• Attractive compensation:
  Highly competitive base salary and annual bonus that scales as the business grows.
• Positive, inclusive and encouraging work environment.

Quant Researcher Systematic Commodities Hedge Fund
• Dubai, Dubai, AE