Quantitative Researcher - Discretionary Oil
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What you'll do
- Design, develop, and refine fundamental supply-and-demand models for global crude oil markets, incorporating econometric techniques, statistical forecasting methods, and domain-specific variables such as production capacity, refinery utilization, inventory dynamics, trade flows, and geopolitical risk factors to generate actionable market outlooks for the trading desk.
- Architect and enhance proprietary quantitative analytics and data visualization tools using Python, SQL, and statistical libraries, enabling the desk to semi-systematically evaluate trade hypotheses, backtest market signals, and identify dislocations across derivatives oil complex.
- Conduct rigorous, time-sensitive quantitative analyses of short-term market dislocations, including supply disruptions, regulatory shifts, policy changes, and data releases, synthesizing structured and unstructured data sources to formulate probabilistic trade recommendations with defined risk-reward parameters.
- Develop and implement semi-systematic data validation frameworks to assess the integrity, completeness, and timeliness of proprietary and third-party commodity market datasets, applying statistical anomaly detection methods to identify and remediate data quality issues.
- Oversee and optimize automated data ingestion and transformation pipelines for fundamental market data, ensuring reliable integration of heterogeneous data sources into the desk's modeling and analytics infrastructure.
- Independently formulate and present proprietary trade ideas to senior traders and portfolio managers by synthesizing outputs from fundamental supply-demand models, applying advanced statistical reasoning and domain expertise in global oil markets to identify asymmetric risk-reward opportunities across the physical and derivatives crude oil complex.
What they're looking for
- Must have a minimum of a Master’s degree or foreign equivalent in Financial Engineering and 1 year of experience as a Graduate Quantitative Researcher, Junior Fundamental Analyst, or related position for an investment/asset management organization.
- Must have at least one (1) year of employment experience with Modeling using Python
- Must have at least one (1) year of employment experience with Supply and Demand Modeling for Cushing, Canada, and USGC Crude
- Must have at least one (1) year of employment experience with Curating, analyzing, transforming, storing, and documenting unique data sets for the purposes of supply and demand construction
- Must have at least one (1) year of employment experience with applying Quantitative standards to research and documenting results
Summarised by NextRaise from the employer’s description, which follows in full below.
Full description from employer
Squarepoint Services US LLC seeks a Quantitative Researcher - Discretionary Oil for its Houston, Texas location.
Duties: Design, develop, and refine fundamental supply-and-demand models for global crude oil markets, incorporating econometric techniques, statistical forecasting methods, and domain-specific variables such as production capacity, refinery utilization, inventory dynamics, trade flows, and geopolitical risk factors to generate actionable market outlooks for the trading desk. Architect and enhance proprietary quantitative analytics and data visualization tools using Python, SQL, and statistical libraries, enabling the desk to semi-systematically evaluate trade hypotheses, backtest market signals, and identify dislocations across derivatives oil complex. Conduct rigorous, time-sensitive quantitative analyses of short-term market dislocations, including supply disruptions, regulatory shifts, policy changes, and data releases, synthesizing structured and unstructured data sources to formulate probabilistic trade recommendations with defined risk-reward parameters. Develop and implement semi-systematic data validation frameworks to assess the integrity, completeness, and timeliness of proprietary and third-party commodity market datasets, applying statistical anomaly detection methods to identify and remediate data quality issues. Oversee and optimize automated data ingestion and transformation pipelines for fundamental market data, ensuring reliable integration of heterogeneous data sources into the desk's modeling and analytics infrastructure. Independently formulate and present proprietary trade ideas to senior traders and portfolio managers by synthesizing outputs from fundamental supply-demand models, applying advanced statistical reasoning and domain expertise in global oil markets to identify asymmetric risk-reward opportunities across the physical and derivatives crude oil complex.
Requirements: Must have a minimum of a Master’s degree or foreign equivalent in Financial Engineering and 1 year of experience as a Graduate Quantitative Researcher, Junior Fundamental Analyst, or related position for an investment/asset management organization.
Must have at least one (1) year of employment experience with each of the following required skills: Modeling using Python; Supply and Demand Modeling for Cushing, Canada, and USGC Crude; Curating, analyzing, transforming, storing, and documenting unique data sets for the purposes of supply and demand construction; and applying Quantitative standards to research and documenting results
Salary / Rate Minimum/yr: $150,000
Salary / Rate Maximum/yr: $165.000
The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. 40 hrs/wk. Squarepoint is an EEO/AA employer.
Company
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