Quantitative Researcher - Metals
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What you'll do
- Your core objective is to create high-quality predictive signals.
- US copper cathode balance sheet and vessel tracking
- Own the monthly US refined-copper balance, covering domestic production, trade flows, end-use demand and reported and estimated inventories.
- Maintain a vessel tracking model for cathode shipments to the US and reconcile cargo origin, tonnage, and arrival timing with customs, bill-of-lading, and official trade data.
- Derive fair value models for CME copper market.
- Base-metals raw-material balances
- Develop copper and zinc raw-material balances covering
- copper concentrates, blister and anode, copper scrap,
- zinc concentrates, Waelz oxide and zinc scrap.
- Integrate mine and secondary supply, smelter and refinery utilization rates, trade, inventories, smelter margins and processing constraint into models for secondary feed ratios, recovery rates and assay estimates.
- Ensure plausibility of implied inventory evolution in context of commercial incentives.
- End-use demand modelling
What they're looking for
- Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
- Strong knowledge in statistics, machine learning, NLP and AI techniques.
- Strong understanding of derivative markets including options valuation techniques.
- In-depth knowledge of base metals markets, including delivery mechanisms (CME, LME and SHFE). Experience of warrant sifting as well physical origination and marketing.
- Capacity to multi-task in a fast-paced environment while keeping strong attention to detail.
- Advanced coding skills required in Python.
- Strong capacity to communicate with technologists, data scientists and traders across the globe.
Nice to have
- Knowledge of major Asian languages desirable.
Summarised by NextRaise from the employer’s description, which follows in full below.
Full description from employer
Quantitative Researcher – Metals
Qube Research & Technologies (QRT) is a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. We are a technology and data driven group implementing a scientific approach to investing. Combining data, research, technology and trading expertise has shaped QRT’s collaborative mindset which enables us to solve the most complex challenges. QRT’s culture of innovation continuously drives our ambition to deliver high quality returns for our investors.
Your future role
The role combines fundamental and quantitative research, translating supply & demand analysis into actionable trading opportunities, alongside modelling, dashboard development and trade execution.
Your responsibilities include :
- Your core objective is to create high quality predictive signals.
- By leveraging access to large and diversified datasets you will identify statistical patterns and opportunities.
- Share and discuss research results, methodology, data sets and processes with other researchers.
- Implement the signals and the relevant datasets within the global execution platform.
- Monitor signal behaviour and model performance over time.
- You would lead the full strategy research cycle from signal generation to implementation.
Your present skillset
- Advanced degree in a quantitative field such as data science, statistics, mathematics, physics or engineering.
- Strong knowledge in statistics, machine learning, NLP or AI techniques.
- Knowledge of major Asian languages desirable.
- Capacity to multi-task in a fast-paced environment while keeping strong attention to detail.
- Coding skills required in at least one leading programming language (Python, R, Matlab and /or C++, C#).
- Experience in exploring large datasets across multiple time frames is a plus.
- Intellectual curiosity to explore new data sets, solve complex problems, drive innovative processes and connect the dots between multiple fields.
- Capacity to work with autonomy within a collegial and collaborative environment.
- Strong capacity to communicate with technologists, data scientists and traders across the globe.
- Proven track record in delivering successful systematic strategies.
QRT is an equal opportunity employer. We welcome diversity as essential to our success. QRT empowers employees to work openly and respectfully to achieve collective success. In addition to professional achievement, we are offering initiatives and programs to enable employees achieve a healthy work-life balance.
Company
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