Moreton Capital Partners

Systematic commodities investment manager using AI

Quant Developer - Systematic Commodities Hedge Fund

Quantitative DevelopmentConfirmed live in the last 24 hours

Full-timeMexico City, CDMX, MexicoIn-person

About the Job

Requirements

Fluency in Python and SQL, with the ability to write clean, testable code.
Experience with data engineering, including Airflow, Snowflake, pandas, or polars workflows.
Prior exposure to systematic trading, backtesting, or market data pipelines.
Familiarity with cloud environments such as AWS, containers such as Docker, and continuous integration and continuous delivery.
Ability to work autonomously in a lean, high-ownership environment.
A bachelor's degree in Computer Science, Computer Engineering, or a computationally heavy subject; a minor in Finance is ideal.

Responsibilities

Build and maintain data pipelines ingesting futures and alternative datasets, including price data from vendor feeds and unstructured data.
Build and improve large language model-based workflows supporting research, data processing, and internal tooling.
Improve the backtesting framework, including event-driven simulations, realistic slippage and costs, walk-forward validation, and portfolio performance analysis.
Support research tooling, including feature libraries, experiment tracking, and artefact storage.
Set up and optimize machine learning execution in cloud and local environments.
Productionize signals into the live trading stack using continuous integration and delivery, monitoring, and version control.
Develop dashboards and alerting for data quality, latency, and model drift.
Collaborate with researchers to translate hypotheses into robust, testable experiments and enhance proposed processes computationally.

Desired Qualifications

Exposure to commodities or macro markets.
Exposure to systematic medium-term investing.
Experience with machine learning operations tools such as MLflow or Weights & Biases, feature stores, or model monitoring.
Front-end skills in TypeScript or React to help build researcher dashboards.

Quant Developer - Systematic Commodities Hedge Fund

Moreton Capital Partners · Mexico City, Mexico · Full-time · Posted 2026-08-29

Workplace: on_site

Description

Quant Developer – Systematic Commodities Hedge Fund

Moreton Capital Partners is seeking a talented Quant Developer to join our team. We are live trading across global commodity futures, supported by an investment process rooted in machine learning.

This is a unique opportunity to work directly with the global team, owning infrastructure that takes research ideas to production in a fast-moving, real capital environment.

Key Responsibilities

Build and maintain data pipelines ingesting futures and alternative datasets (from price data from vendor feeds to unstructured data).
Build and improve LLM-based workflows that support research, data processing, and internal tooling.
Improve backtesting framework (event-driven simulations, realistic slippage/costs, walk-forward validation, portfolio performance analysis).
Support research tooling: feature libraries, experiment tracking, artefact storage.
Machine learning cloud and local execution and optimization setup.
Productionize signals into the live trading stack with CI/CD, monitoring, and version control.
Develop dashboards and alerting for data quality, latency, and model drift.
Collaborate with researchers to translate hypotheses into robust, testable experiments, as well as enhance proposed process computationally.

Requirements

Fluency in Python and SQL; clean, testable code is a must.
Experience with data engineering (Airflow, Snowflake, pandas, polars workflows).
Prior exposure to systematic trading, backtesting, or market data pipelines.
Familiarity with cloud environments (AWS), containers (Docker), and CI/CD.
Self-starter with the ability to work autonomously in a lean, high-ownership environment.
Bachelors in CS/Comp-Eng or computationally heavy subject matter, and ideally, a minor in Finance.

Bonus points for:

Commodities or macro markets exposure.
Systematic medium term investment exposure.
Experience with ML Ops tools (MLflow, Weights & Biases), feature stores, or model monitoring.
Front-end skills (TypeScript/React) to help build researcher dashboards.

Benefits

Impact from day one: You’ll be building mission-critical infrastructure for a fund that is already live trading for large institutional investors.
Direct exposure: Work alongside the CIO and senior researchers, with a direct line to decision-making.
Learning curve: Deep exposure to commodity markets, ML research workflows, and institutional-grade trading systems.
Growth trajectory: Clear path to increased scope and compensation as the fund scales with institutional AUM.
Attractive compensation: Highly competitive base salary and annual bonus that scales as the business grows.
Positive, inclusive and encouraging work environment.

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About the Company

Moreton Capital Partners

Systematic commodities investment manager using AI

Moreton Capital Partners runs market-neutral commodity funds using a technology-driven approach that blends agentic AI, large language models, machine learning, and quantitative research to find relative-value opportunities across energy, metals, and agriculture. It processes hundreds of thousands of data points per day—covering supply and demand, market positioning, and volatility—to generate trading signals that guide fund allocations and risk controls in over 100 commodities. The firm differentiates itself with an adaptive, data-rich method that evolves with changing market structure and a team with deep experience in both physical trading and systematic investing, focusing on institutional clients seeking stable returns rather than simple price bets. Its goal is to deliver attractive risk-adjusted returns for institutions by exploiting inefficiencies and weather-related or inflation risks while keeping a market-neutral posture.

Company size: 11-50
Company stage: Not listed
Total funding: Not listed
Headquarters: Delaware, United States
Founded: Not listed

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