Winton
Investment Management
QuantitativeDeveloper
Neural analysis suggests this role is
optimal for Mid candidates.
“Quantitative Developer at Winton. Skills: Python, Trading systems, Data pipelines. Develop trading systems. Design trading infrastructure”
Industry & Context.
What They're Looking For.
Must Have
Bachelor’s degree in Computer Science, Engineering or a related field, 5+ years of commercial development experience, 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, commitment to best engineering practices, The ability to prioritise, plan and deliver to projects in a timely manner
Nice to Have
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)
What You'll Do.
Develop trading systems
Design trading infrastructure
Optimise trading infrastructure
Develop frameworks for data validation
Develop frameworks for monitoring
How You'll Work.
Team & Collaboration
Work closely with the Senior Portfolio Manager; Work within a collaborative quantitative research environment; Partner with the Portfolio Manager; working collaboratively at the leading edge of investment management
Communication Scope
Excellent communication skills
Process & Methodology
Prioritise projects, Plan projects, Deliver projects
Full Job Description
About Winton 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. We employ ambitious professionals who want to work collaboratively at the leading edge of investment management. 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 E
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