Job Description & Qualification
We are passionate about offering high-quality investment products to help our clients achieve their financial goals. In particular, we aim to educate our clients, as well as learn and grow with them as we explore unique solutions together. We offer meaningful work through a blend of intellectual curiosity, cross-functional collaboration, and unlimited learning opportunities.

We are looking for an analytical, collaborative, and communicative teammate to strengthen our research function. You will help to build and test innovative investment strategies with a focus on commodity markets. You will tackle specific research questions related to investment strategy performance and risk analytics. You will also build internal tools used by marketing and trading functions. The ideal candidate will fluidly toggle between doing independent, rigorous individual work, and openly communicating and critiquing ideas in a team setting.

This is a position based in Stamford, CT. You will work closely with team members in the research function as well as across functions in marketing and trading.

You will…
• Conduct extensive quantitative research on investment strategies, performance attribution, and risk analytics
• Collaborate with research team members to propose and test new investment strategies
• Facilitate and execute client-facing research to assist the marketing team
• Design and build tools to automate firm processes

You have…
• A graduate degree (preferably PhD) in economics, finance, statistics, or a related quantitative discipline
• Demonstrated a track record of academic achievement, with attention to detail and organizational skills
• Strong quantitative and research skills, including analytical and creative problem-solving abilities
• Proficient in Matlab or Python
• Clear and effective communication skills, with the ability to present complex ideas clearly
• Curiosity to learn about new asset classes (e.g., commodities)
• Flexibility to engage with colleagues across functions (and possibly across time zones)

Outstanding candidates will have…
• Experience contributing to production-level systems, wrangling and managing large datasets, or financial data collection from sources such as Bloomberg or Refinitiv
• Knowledge of commodity markets and risk tools (VaR, volatility targeting, and stress testing)
• Expertise in machine learning techniques

Application Procedure
Candidates will be screened on a rolling basis until the role is filled. Please submit a cover letter, curriculum vitae, job market paper, and three references to search@summerhavenim.com.

About the Organization
SummerHaven Investment Management is a boutique alternative asset management firm focused on designing innovative investment solutions based on quantitative research. Founded in 2009, SummerHaven is located in Stamford, CT and currently manages $1.7 billion across a suite of products.

For Additional Questions
search@summerhavenim.com

Website
https://summerhavenim.com/