Quantitative Researcher - Discretionary Oil

Squarepoint is an investment and asset management organization seeking a Quantitative Researcher - Discretionary Oil. The role focuses on developing fundamental crude oil supply-and-demand models, quantitative analytics, data pipelines, and validation frameworks, while generating and presenting proprietary trade ideas to senior traders and portfolio managers.

What you'll do:

• Design, develop, and refine fundamental supply-and-demand models for global crude oil markets, incorporating econometric techniques, statistical forecasting methods, and domain-specific variables such as production capacity, refinery utilization, inventory dynamics, trade flows, and geopolitical risk factors to generate actionable market outlooks for the trading desk
• Architect and enhance proprietary quantitative analytics and data visualization tools using Python, SQL, and statistical libraries, enabling the desk to semi-systematically evaluate trade hypotheses, backtest market signals, and identify dislocations across derivatives oil complex
• Conduct rigorous, time-sensitive quantitative analyses of short-term market dislocations, including supply disruptions, regulatory shifts, policy changes, and data releases, synthesizing structured and unstructured data sources to formulate probabilistic trade recommendations with defined risk-reward parameters
• Develop and implement semi-systematic data validation frameworks to assess the integrity, completeness, and timeliness of proprietary and third-party commodity market datasets, applying statistical anomaly detection methods to identify and remediate data quality issues
• Oversee and optimize automated data ingestion and transformation pipelines for fundamental market data, ensuring reliable integration of heterogeneous data sources into the desk's modeling and analytics infrastructure
• Independently formulate and present proprietary trade ideas to senior traders and portfolio managers by synthesizing outputs from fundamental supply-demand models, applying advanced statistical reasoning and domain expertise in global oil markets to identify asymmetric risk-reward opportunities across the physical and derivatives crude oil complex

What they're looking for:

• Must have a minimum of a Master's degree or foreign equivalent in Financial Engineering and 1 year of experience as a Graduate Quantitative Researcher, Junior Fundamental Analyst, or related position for an investment/asset management organization
• Must have at least one (1) year of employment experience with each of the following required skills: Modeling using Python; Supply and Demand Modeling for Cushing, Canada, and USGC Crude; Curating, analyzing, transforming, storing, and documenting unique data sets for the purposes of supply and demand construction; and applying Quantitative standards to research and documenting results