Machine Learning Researcher - Systematic Commodities Hedge Fund

Tasks

• Analyze model diagnostics and explainability
• Blend multiple models into portfolio level forecasts
• Deploy models into live trading systems
• Design predictive models for commodity returns
• Develop features from price weather satellite cash pricing macro and alternative datasets
• Improve signal robustness and reduce overfitting
• Perform regime detection and adaptive allocation
• Run walk forward and out of sample experiments
• Translate research into production ready implementations

Perks/Benefits

• Global team collaboration
• Health insurance
• High ownership
• Inclusive work environment
• Life insurance
• Paid time off
• Relocation package
• Year-end bonus

Skills/Tech-stack

Cloud Computing | Deep learning | Distributed Computing | Ensemble learning | Feature Engineering | LightGBM | Machine Learning | Model Validation | Portfolio construction | Python | Risk Modeling | Series forecasting | Statistical Learning | Time Series | Time Series Forecasting | Tree-based Models | XGBoost