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Machine Learning Researcher - Systematic Commodities Hedge Fund

México💼 Full-time🗓 2026-08-29 → 2026-09-28

Core

Designing predictive models for cross-sectional and time-series commodity returns and turning ML ideas into live trading signals.

Role type

Applied machine learning researcher (systematic trading)

Builds

Production-ready ML models and portfolio-level forecasts for global commodity futures

Domain

Systematic trading / Commodities / Financial markets

Deliverable

production ML models

Required skills

Python, statistical learning, model validation, feature engineering, time-series analysis, ensemble methods, deep learning, portfolio construction, risk modeling

Preferred skills

PhD in quantitative field, financial markets experience, cloud/distributed compute, published research

Technologies

LightGBM, XGBoost, deep learning frameworks, scientific computing stacks

Responsibilities

Formulate and test research hypotheses using time-aware ML pipelines; Build and evaluate models (tree-based, linear, ensemble, deep learning); Run walk-forward and out-of-sample experiments with realistic costs; Analyze information coefficients, turnover, drawdowns, and risk-adjusted returns; Design feature engineering frameworks and reusable research tooling; Translate research ideas into production-ready implementations; Collaborate with engineers to deploy models into live trading systems

Seniority

Mid-Senior, hands-on IC

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