We seek an experienced and talented quantitative developer to join the Investment Management & Research group at Winton. The role sits within our Fundamental Commodities strategy and will work closely with the Senior Portfolio Manager. You will work within a collaborative quantitative research environment to design and implement trading systems and tools that support the firm’s trading and research capabilities.
Responsibilities
- Develop reliable and performant trading systems and strategies
- Design and optimise 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
What We're Looking For
- Bachelor's degree in Computer Science, Engineering or a related field
- 5+ years of commercial development experience, with strong skills in Python.
- Hands-on experience with building and deploying data pipelines
- Familiarity with modern infrastructure (CI/CD, Kafka, Airflow)
- Excellent communication and collaboration skills
- Detail orientated, with a commitment to best engineering practices
- The ability to prioritise, plan and deliver to projects in a timely manner
What Would Be Useful
- Experience of developing trading systems for commodity derivatives in a systematic hedge fund
- Experience of working closely with researchers and portfolio managers
- Basic knowledge of statistical modelling in a financial context
- Experience with parallel & concurrent processing, e.g. Dask
- Familiarity with containerised cloud development, deployment and management (Docker, Kubernetes, AWS)
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