Quantitative Developer, Commodities

Responsibilities

• Develop reliable and performant trading systems and strategies
• Design and optimize trading infrastructure to provide a seamless path from research to live trading
• Partner with the Portfolio Manager to develop frameworks for data validation and monitoring

Requirements

• Bachelor’s degree in Computer Science, Engineering, or a related field
• 5+ years of commercial development experience with strong Python skills
• Hands-on experience building and deploying data pipelines
• Familiarity with modern infrastructure including CI/CD, Kafka, and Airflow
• Excellent communication and collaboration skills
• Detail-oriented mindset with a commitment to best engineering practices

Preferred Qualifications

• Experience developing trading systems for commodity derivatives in a systematic hedge fund
• Experience working closely with researchers and portfolio managers
• Basic knowledge of statistical modeling in a financial context
• Experience with parallel and concurrent processing, such as Dask
• Familiarity with containerized cloud development and management (Docker, Kubernetes, AWS)

About the Company

Winton is a research-based investment management company with a specialist focus on statistical and mathematical inference in financial markets. The firm researches and trades quantitative investment strategies, which are implemented systematically via thousands of securities, spanning the world's major liquid asset classes. Founded in 1997 by David Harding, Winton today manages assets for some of the world’s largest institutional investors.