Quantitative Developer/Researcher, Commodities
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Before you apply
LocationLondon, United Kingdom
Typefull-time
SeniorityMid
Experience2+ yrs
DepartmentIMR
Company size4+ people
PostedMay 26, 2026 · 5mo ago
Verified live1d ago
At a glanceSummarised by Seekless from the posting.
Bachelor's degree in Computer Science, Engineering or a related field
2+ 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
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)
Equal opportunity workplace - no discrimination
Skills
Python
CI/CD
Kafka
Airflow
Dask
Docker
Kubernetes
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.
About the role
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
•
2+ 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)
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.