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Job Purpose and Impact

Join the systematic trading team with Cargill's World Trading Group (WTG). The team is trading a diversified portfolio of non-fundamental and fundamental strategies in a fully systematic, onshore setup on China commodities futures. The team is now looking to expand with an all-rounder member who is experienced with strategies beyond price data. The role is based in Shanghai.

Key Accountabilities

• Lead the discovery, prototyping and design of trading strategies relating to fundamental and non-fundamental influences on commodity markets.

• Dive in Cargill’s proprietary dataset to extract trading signals or improve strategies Benchmark, back test and stress-test models to identify true sensitivities and risks.

• Maintain and enhance code repository and models infrastructure in a scalable fashion.

• Monitor and improve existing portfolios

• Provide expert thought leadership in your field and work with limited direction, using additional research and interpretation to identify issues or problems.

Qualifications

Minimum Qualifications

• Bachelor's degree in a related field or equivalent experience Minimum of six years of related work experience

• Other minimum qualifications may apply

  Preferred Qualifications

• Masters and/or PhD in a quantitative discipline (statistics, computer-science, engineering, quantitative finance, etc.)

• Hands-on experience building infrastructure: Python proficiency + SQL proficiency, knowledge of OOP languages

• Experience with a fully systematic trading of commodities

• Experience with fundamental and alternative datasets

• Experience with portfolio construction and execution

• China markets experience