Quantitative Developer, Graduate

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 worlds major liquid asset classes. Founded in 1997 by David Harding Winton today manages assets for some of the worlds largest institutional investors.

We employ ambitious professionals who want to work collaboratively at the leading edge of investment management.

We are seeking a talented quantitative developer to join the Investment Management & Research group at Winton. The role sits within our Fundamental Commodities strategy where you will work closely with the Senior Portfolio Manager. Within our collaborative environment you will help design and build the systems and tools that underpin the firms trading and research.

Your focus will initially be on software development: adding functionality required for new trading strategies and maintaining the existing signal pipeline. Over time you will become more involved in research eventually running projects independently.

Your responsibilities will include:

• Design implement and maintain pipelines for the ingestion of new datasets for systematic trading strategies
• Partner with the Portfolio Manager and senior developers to deploy new trading strategies
• Maintain and improve trading infrastructure data visualisations and data validation in a production environment

What were looking for:

• 1st class undergraduate degree in Computer Science
• Postgraduate qualifications are preferred but not necessary
• Completed a relevant internship (e.g. software engineering quantitative development or a related placement) with strong skills in Python
• Hands-on experience with building and deploying data pipelines gained through internship academic or personal projects
• 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:

• Academic or internship exposure to trading systems for commodity derivatives ideally within a systematic hedge fund
• Experience of working closely with researchers and portfolio managers
• Basic knowledge of statistical modelling in a financial context
• Exposure to parallel & concurrent processing e.g. Dask
• Familiarity with containerised cloud development deployment and management (Docker

We are proud to be an equal opportunity workplace. We do not discriminate based upon race religion color national origin sex sexual orientation gender identity/expression age status as a protected veteran status as an individual with a disability or any other applicable legally protected characteristics.