Quantitative Developer, Graduate Winton Group · London, United Kingdom 11 hours ago

Tradermath; Greater London; Hybrid; GBP 70.000 - 110.000; Vollzeit

Zusammenfassung

Winton is seeking a talented quantitative developer to join the Investment Management & Research group. You will design and build systems underpinning trading and research, initially focusing on software development for new strategies and maintaining the signal pipeline.

Working closely with the Senior Portfolio Manager and senior developers, you will deploy trading strategies, improve data pipelines, visualisations and validation in a production environment, with opportunities to engage in

Qualifikationen

• 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
• Familiarity with containerised cloud development, deployment and management (Docker

Aufgaben

• 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

Kenntnisse

Python

Data pipelines

CI/CD

Kafka

Airflow

Dask

Communication skills

Ausbildung

First-class BSc in Computer Science

Postgraduate qualifications preferred

Tools

Kafka

Airflow

Docker

Jobbeschreibung

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 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 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:

• 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 we're 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

Equal Opportunity Workplace

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.