Winton

Quantitative Developer, Commodities

Winton
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2 months ago
London, United KingdomSenior

Responsibilities

  • Develop reliable and performant trading systems and strategies.
  • Design and optimize trading infrastructure supporting the transition from research to live trading.
  • Maintain and extend the existing signal pipeline.
  • Partner with the Portfolio Manager to develop data validation and monitoring frameworks.
  • Progressively take on independent research projects.

Requirements

  • Bachelor’s degree in Computer Science, Engineering, or a related field.
  • At least 5 years of commercial development experience with strong Python skills.
  • Hands-on experience building and deploying data pipelines.
  • Familiarity with Kafka and Airflow.
  • Strong communication, collaboration, prioritization, planning, and delivery skills.
  • Experience with commodity derivatives trading systems in a systematic hedge fund is useful.
  • Experience working with researchers and portfolio managers is useful.
  • Basic knowledge of statistical modeling in a financial context is useful.
  • Experience with parallel and concurrent processing, such as Dask, is useful.
  • Familiarity with containerized cloud development, deployment, and management using Docker, Kubernetes, and AWS is useful.

Categories

BackendData Engineering
Winton

About Winton

51-200 employees

Winton is a quantitative investment manager that designs and trades systematic strategies across global liquid asset classes, including managed futures/CTAs, systematic macro, long–short equities, and quantitative credit. It provides investment products and mandates to institutional investors, implementing models based on statistical research. Founded in 1997 by David Harding and headquartered in London, the privately held firm counts some of the world’s largest institutions among its clients.

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