We are seeking an experienced 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 design and build the systems and tools that underpin the firm's 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:

• 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)