Quantitative Researcher, Commodities
Company: BGC Partners
Location: Elkins Park
Posted on: March 30, 2026
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Job Description:
Job Description: Perform quantitative analysis on commodity
portfolios, including measuring risk and return characteristics.
Generate calculations for clients and prospects. Perform
fundamental analysis on commodity sectors including energy,
agriculture, livestock, precious metals, and industrial metals.
Perform portfolio attribution to help clients understand the
biggest drivers of performance, portfolio turnover rates, the
frequency of trading, and largest risks being taken in the
portfolio. Perform quantitative research to generate new signals to
complement current strategies. Expand data-driven quantitative
models and help the team generate alpha. Develop and enhance
quantitative screens and tools with simple graphical user interface
and help the team by providing quantitative analysis of potential
trade opportunities. Develop scripts in Python that can be used to
automate various processes for enhanced efficiency. Predict which
commodities will have higher returns than other commodities, and
which maturity contracts will have higher returns than different
maturity contracts. Monitor key trading limits across all
portfolios, including client-directed investment guidelines, and
regulatory position limits. Responsibilities Minimum Requirements:
Requires a bachelor’s degree or foreign equivalent in Finance,
Statistics, Accounting or a closely related field. Requires four
(4) years of experience in a quantitative financial role with an
investment firm. Experience must include: Commodities markets,
investment theory, predicting returns of commodities. Modeling
fundamental drivers of commodities. Developing quantitative screens
and tools to be used for trade generation. Statistical tools and
time-series analysis. Programming languages including Python, R,
MATLAB and SQL. Research tools such as StarQube, Factset.
Calculating valuations of Over the Counter (OTC) commodity swap
trades. Financial analysis from annual reports and financial
reports. Salary Range: $100,000- $150,000 /yr.
Keywords: BGC Partners, Philadelphia , Quantitative Researcher, Commodities, Accounting, Auditing , Elkins Park, Pennsylvania
