About the company
Moreton Capital Partners is a systematic commodities hedge fund. 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.
Responsibilities
- Designing predictive models for cross-sectional and time-series commodity returns
- Developing and improving features from price, weather, satellite, cash pricing, 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
Requirements
- Several years of applied machine learning experience in industry or a similarly production-oriented research environment
- Strong Python skills and experience with scientific computing stacks
- Deep understanding of statistical learning and model validation
- Experience working with large datasets and experimental pipelines
- Ability to move from theory to practical implementation
- Intellectual curiosity and strong problem-solving mindset
- Comfortable working in a fast-paced, high-ownership environment
Conditions
- Market leading benefits
- High responsibility from day one
- 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.
- Close collaboration across a global team.