Quant Researcher Intern – Systematic Commodities Hedge Fund
Moreton Capital Partners is seeking a talented Quant Researcher Intern to help build the next generation of alpha signals in commodity futures. Our research is grounded in advanced machine learning, robust testing frameworks, and a deep understanding of global commodity markets.
This role is central to our mission : you’ll take ownership of designing, testing, and refining predictive models that directly feed into live trading portfolios.
Key Responsibilities
- Research, prototype, and validate systematic trading signals across commodities using advanced ML methods.
- Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests.
- Engineer and evaluate novel features from prices, fundamentals, positioning, options data, and alternative datasets (e.g., satellite, weather and global commodity cash pricing).
- Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods.
- Develop portfolio construction and optimization techniques and analysis tools to be able to enhance performance and track effects on portfolio execution.
- Collaborate with developers to transition research into production-ready strategies.
Monitor live performance, attribution, and model drift, ensuring continual improvement of the alpha library.
Bonus points for :
Knowledge of commodities (agriculture, energy, metals) or macro markets.Experience with feature engineering on non-traditional datasets (options positioning, weather, satellite).Experience collaborating in version control environments.Familiarity with portfolio optimisation, risk parity, or Bayesian model averaging.Publications, Kaggle competitions, or research track record demonstrating applied ML excellence.Requirements
Bachelors degree in either Statistics, Economics, Computer Science.Strong background in machine learning and statistical modelling (tree-based models, regularisation, time-series ML).Proficiency in Python (pandas, NumPy, scikit-learn, XGboost, PyTorch / TensorFlow).Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias.Academic experience in research and proven ability to translate academic work to production code.Prior exposure to systematic trading or financial modelling.Ability to design experiments, interpret results, and iterate quickly in a research environment.Benefits
Research-first culture : We value deep thinking, novel approaches, and systematic rigor.Direct exposure : Work alongside the CIO and senior researchers, with a direct line to decision-making.Learning curve : Deep exposure to commodity markets, ML research workflows, and institutional-grade trading systems.Close collaboration : Work alongside the CIO, Head of Quant Research, and Developers in a lean, highly motivated team.