Data Scientist – Commodities – Leading Quantitative Hedge Fund – Aarhus – Excellent Compensation + Bonus

I am working with a leading global quantitative investment firm that is looking to hire a Data Scientist to join its Commodities business in Aarhus.

This is a front-office facing role sitting at the intersection of Research, Trading, and Engineering, focused on transforming complex datasets into high-value research and trading inputs used across systematic commodities strategies.

The successful candidate will work closely with traders, quantitative researchers, and data engineers to onboard, transform, and productionise both traditional and alternative datasets that directly support investment decisions.

What you'll be working on

• Partnering with Trading and Research teams to understand and deliver data requirements
• Designing and implementing scalable data pipelines supporting systematic commodities strategies
• Onboarding and integrating new datasets into the firm's research platform
• Developing data transformation processes to create high-value, investment-ready datasets
• Building tools and workflows to extract, clean, normalise, and aggregate data from diverse raw sources and formats
• Managing the end-to-end lifecycle of new data acquisitions and integrations
• Driving data quality, validation, and monitoring across critical research datasets
• Troubleshooting complex data challenges and reducing time-to-production for new data sources
• Researching and implementing innovative methods for data extraction and acquisition
• Working closely with stakeholders across Trading, Research, Engineering, and external data vendors

This is a highly visible position offering direct exposure to front-office teams and the opportunity to work on some of the most interesting data challenges within quantitative investing.

What they're looking for

• 3+ years of experience in Data Science, Data Engineering, Quantitative Analytics, or a related data-focused role
• Advanced Python programming skills, including strong experience with Pandas and NumPy
• Experience designing and maintaining data pipelines and data transformation workflows
• Experience working with financial, market, commodities, or alternative datasets
• Postgraduate degree in Mathematics, Physics, Engineering, Computer Science, Statistics, or another quantitative discipline
• Demonstrable interest in financial markets and data-driven investment processes
• Strong problem-solving skills and the ability to operate in a fast-paced, high-performance environment
• Excellent communication skills with the ability to collaborate effectively across technical and business teams
• Prior experience within systematic trading, quantitative finance, hedge funds, asset management, commodity trading, market data, or alternative data environments would be advantageous

Compensation

• Highly competitive base salary
• Discretionary performance bonus
• Comprehensive benefits package
• Relocation support available where appropriate

The search is active, and the firm is looking to move quickly for high-calibre candidates.

To apply, respond to this advert or contact me directly for a confidential discussion at [email protected].

All applications will be treated in the strictest confidence.