Winton

Quantitative investment manager for global markets

Quantitative Developer/Researcher

Quantitative DevelopmentConfirmed live in the last 24 hours

Full-timeLondon, UKNo salary listedIn-person

About the Job

Requirements

A first-class undergraduate degree in Computer Science.
A completed relevant internship, such as in software engineering, quantitative development, or a related placement.
Strong skills in Python.
Hands-on experience building and deploying data pipelines, gained through internship, academic, or personal projects.
Familiarity with modern infrastructure, including CI/CD, Kafka, and Airflow.
The ability to prioritise, plan, and deliver projects in a timely manner.

Responsibilities

Design, implement, and maintain pipelines for ingesting 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.
Initially focus on software development, adding functionality for new trading strategies and maintaining the existing signal pipeline, with increasing involvement in research and eventual independent project ownership.

Desired Qualifications

Postgraduate qualifications are preferred but not necessary.
Academic or internship exposure to trading systems for commodity derivatives, ideally within a systematic hedge fund.
Experience working closely with researchers and portfolio managers.
Basic knowledge of statistical modelling in a financial context.
Exposure to parallel and concurrent processing, such as Dask.
Familiarity with containerised cloud development, deployment, and management, including Docker, Kubernetes, and AWS.

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, Kubernetes, AWS)

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.

About the Company

Winton

Quantitative investment manager for global markets

Winton is a quantitative investment management firm that designs and trades systematic investment strategies across major liquid asset classes for clients worldwide. Founded in 1997 by Sir David Harding, it applies original research, rigorous statistical analysis, and deep market experience to develop multi-strategy portfolios, which it delivers through UCITS funds and managed accounts and implements with continuous investment in infrastructure and technology. Its clients range from the world's largest institutional investors to financial advisers helping individuals save for retirement. What sets Winton apart is its founding principle that a consistent focus on research and development can produce a long-term investment edge, supported by a collaborative culture built on intellectual integrity and methodological rigour. The goal is to generate returns for clients across a range of market environments.

Company size: Not listed
Company stage: Not listed
Total funding: Not listed
Headquarters: Montenegro
Founded: Not listed

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