Moreton Capital Partners

Machine Learning Researcher (PhD) - Systematic Commodities Hedge Fund

🇲🇽 Mexico City, Мексика На місці Повна зайнятість Опубліковано Тра 29, 2026
Формат роботи На місці
Тип зайнятості Повна зайнятість
Мова English
Опубліковано 29 травня 2026 р.
Остання перевірка 01 червня 2026 р.
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Machine Learning Researcher (PhD) - Systematic Commodities Hedge Fund at Moreton Capital Partners: Mexico City, Мексика; На місці; Повна зайнятість. JobGrid adds normalized role facts, source context, and a path to the employer application page so candidates can compare the listing before applying.

  • Location and workplace: Mexico City, Мексика, На місці
  • Role classification: Повна зайнятість
  • Source freshness: checked by JobGrid on 2026-06-01.
  • Application path: candidates continue to the employer application page with non-personal referral tags.

Machine Learning Researcher (PhD) – Systematic Commodities Hedge Fund

Moreton Capital Partners is seeking a Machine Learning Researcher to help design and improve the predictive models that power our systematic commodities trading strategies.

We trade global commodity futures using machine learning, alternative data, and institutional-grade portfolio construction. Our edge comes from research depth, disciplined experimentation, and robust production systems.

This role is for candidates completing or having recently completed a PhD with a strong machine learning, statistics, or applied mathematics focus who want to apply advanced research in a real capital environment.

You will work directly with the CIO and quant research team to turn cutting-edge ML ideas into live trading signals.

This is not a purely academic role.
Your research will ship to production and directly impact portfolio returns.

What you will work on

  • Designing predictive models for cross-sectional and time-series commodity returns
  • Developing new features from price, positioning, options, macro, and alternative datasets
  • Improving signal robustness and reducing overfitting through rigorous validation
  • Combining and blending multiple models into portfolio-level forecasts
  • Regime detection, meta-models, and adaptive allocation frameworks
  • Model diagnostics, explainability, and stability analysis
  • Translating research ideas into production-ready implementations
  • Collaborating with engineers to deploy models into live trading systems

Key Responsibilities

  • Formulate research hypotheses and test them using clean, time-aware ML pipelines
  • Build and evaluate models (tree-based, linear, ensemble, deep learning, etc.)
  • 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
  • Document findings clearly and communicate results to portfolio managers
  • Contribute to improving research standards, reproducibility, and processes