Macro Quant Researcher With Live Strategies In Commodities Required For Pm At A Hedge Fund

We are currently representing a leading Macro PM in a large hedge fund.
He is seeking a senior quant researcher with a suite of live strategies across the commodities spectrum that could be replicated or plugged into his setup.
You will get ownership on signals and upside on your contribution, as well as exposure across other asset classes and instruments.
There is a team of 4 currently with a collaborative mindset.
This position could sit in both London or New York.

Must code in Python.

Must have strategies with Sharpe above 1.5.

Must have expertise within Commodities.

Must be able to start within 6 months.