Analyzing existing systematic commodity trading strategies within a rigorous analysis frame with the help of more senior team members. Developing Python code to back test new systematic commodity trading strategies and improve existing ones. Source, scrub and organize new data.
1. Work closely with the trading desk to understand the specificities of the market impact of specific strategy choices.
2. Assist the sales desk in providing custom analyses and commentary on existing strategies and experimental trading systems.
3. Work closely with the broader engineering team to ensure that new concept strategies are adapted as appropriate to the firm’s custom index framework
4. Assist in running new concepts through a rigorous pre-production framework
5.Work with senior team members across sales, trading and strategy design to help articulate a new strategy and design appropriate back testing harnesses
6. Transversal communication across sales, trading and structuring