Base Metals Quant Analyst- Commodities Trading (Singapore)
Balyasny Asset Management(BAM) is hiring a Base Metals Quant Analyst to join our Commodities Tradingteam in Singapore. The role focuses on quantitative research, backtesting, anddata-driven analytics supporting base metals trading and risk decisions.
Responsibilities
- Build and run Python-based backtests for base metals strategies (signal design, transaction costs/slippage, contract rolls, out-of-sample testing).
- Develop and maintain Python data pipelines (data ingestion, cleaning, time-series alignment) for macro/micro commodities datasets (e.g., FX, rates, inventories, premia, curves/spreads).
- Apply statistical analysis (z-scores, percentiles, correlation/regression) to evaluate signals and market drivers.
- Produce documented, reproducible research outputs and performance/risk analytics (Sharpe, Sortino, drawdown, VaR).
- Identify and evaluate new datasets and document data quality and impact.
Qualifications
- Experience doing quantitative research and backtesting for trading or investment strategies.
- Experience doing Python-based time-series analysis and research development (e.g., pandas, numpy), including building reusable research code.
- Experience doing statistical analysis on market datasets, including z-scores/percentiles and regression/correlation.
- Experience doing commodities-related analysis in a trading house, commodity producer/utility, hedge fund/asset manager, bank trading desk, or equivalent.
- Experience with forward curves/term structure and spreads SQL (or equivalent) for data retrieval.
- Experience with Machine learning in Python (e.g., scikit-learn, feature engineering, cross-validation) preferred.
