2026 Industry Associate Fellowship Global Commodities Group - Emerging Talent Program

The Industry Associate Fellowship within the Global Commodities Group is an Early Careers Emerging Talent opportunity designed for PhD students to gain hands-on, industry-based experience while continuing their doctoral studies.

This program complements academic training by providing applied exposure to real-world business challenges supporting the Systematic Trading business.

As an Industry Associate Fellow in the Global Commodities Group, you will engage in practical, project-driven work that applies quantitative and computational expertise to industry use cases within the commodities space.

The fellowship is industry-focused and not research-oriented, with an emphasis on professional skill development, applied problem-solving, and exposure to financial markets rather than academic publication.

This program is designed to provide a fulltime fixed-term experience working alongside industry leading professionals for a period of up to 1 year.

Job Responsibilities


* Apply advanced quantitative, statistical, and computational techniques to real-world business problems in Global Commodities.


* Support initiatives aligned to Systematic Trading through hands-on project work.


* Translate academic theory into practical, scalable solutions for industry use.


* Analyze large and complex datasets to inform risk, trading, or analytical insights.


* Collaborate closely with industry professionals, engineers, and quantitative teams.


* Build an understanding of financial markets and commodities through applied experience and mentorship.

Required qualifications, skills, and capabilities


* Be accepted into and actively enrolled in a PhD program.


* Be a current PhD student eligible for Associate-level participation.


* Have availability to work in Houston, TX for the duration of the program.


* Possess strong programming skills in Python, C++, and/or Java.


* Have a solid foundation in one or more of the following areas:
statistics, machine learning, probability, optimization, numerical methods.


* Demonstrate strong analytical, problem-solving, and communication skills.


* Show interest in financial markets and the commodities sector.


* Ability to work collaboratively across academic and industry environments.

Preferred Qualifications


* Prior experience or coursework related to systematic risk, systematic trading, or quantitative research in the commodities space.


* Experience applying quantitative or computational models to practical, non-academic problems.

Locations you can join:


* Houston, TX



*

*Your exact office location maybe within proximity to one of our main hubs.

This will be communicated to you prior to your start date.

Cohort Start Date: June 2026


* You must be able to report to your designated office location on your start date.


* Relocation assistance is not offered for this role.

To be eligible for this program, you must be authorized to work in...