Moreton Capital Partners is rapidly expanding and seeking a talented Quantitative Researcher to join us in our Mexico City office to sit alongside a world class, international team. This is a high-impact role from day one. You'll take full ownership of designing, testing, and refining the next generation of alpha signals in commodity futures, with your models feeding directly into live trading portfolios.

Our research is grounded in advanced machine learning, robust testing frameworks, and deep expertise across global commodity markets. We're looking for someone ready to hit the ground running and available to start immediately. In return, we offer a competitive salary, substantial performance share, comprehensive benefits, incredible work workplace and a relocation package to make the move seamless.

Key Responsibilities Research, prototype, and validate systematic trading signals across commodities using advanced ML methods

Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests

Engineer and evaluate novel features from prices, fundamentals, positioning, options data, and alternative datasets (e.g., satellite, weather and global commodity cash pricing)

Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods

Develop portfolio construction and optimization techniques and analysis tools to be able to enhance performance and track effects on portfolio execution

Collaborate with developers to transition research into production-ready strategies

Monitor live performance, attribution, and model drift, ensuring continual improvement of the alpha library Requirements Masters or PhD in either Statistics,



Economics, Computer Science

Strong background in machine learning and statistical modelling (tree-based models, regularization, time-series ML)

Proficiency in Python (pandas, NumPy, scikit-learn, XGboost, PyTorch/TensorFlow)

Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias

Academic experience in research and proven ability to translate academic work to production code

Prior exposure to systematic trading or financial modelling

Ability to design experiments, interpret results, and iterate quickly in a research environment Bonus points for: Knowledge of commodities (agriculture, energy, metals) or macro markets

Experience with feature engineering on non-traditional datasets (options positioning, weather, satellite)

Experience collaborating in version control environments

Familiarity with portfolio optimization, risk parity, or Bayesian model averaging

Publications, Kaggle competitions, or research track record demonstrating applied ML excellence Benefits Direct impact: Your alphas will go live into production portfolios, with real capital behind them

Research-first culture: We value deep thinking, novel approaches, and systematic rigor

Close collaboration across a global team

Career growth: Clear trajectory to senior researcher roles as we scale AUM and expand product lines

Attractive compensation: Highly competitive base salary and annual bonus that scales as the business grows

Relocation package to our Mexico City office, along with a competitive benefits offering that includes health and life insurance, a year-end bonus, and generous paid time off

Positive, inclusive and encouraging work environment

📌 Quantitative Developer (Montreal)
🏢 TimeStored
📍 Montreal