Quantitative Researcher

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 seek a quantitative researcher to join our Investment Management & Research group. You will work as part of a collaborative quant group structure in which you will leverage significant technology and process resources provided by internal teams, implementing and operating our core macro strategies.

Responsibilities:

• Researching and backtesting systematic macro trading signals
• Developing and operating trading strategies across a wide range of markets
• Liaising with data engineering and tech teams to build and improve infrastructure

What We’re Looking For:

• Previous experience (2+ years) working in a systematic trading environment, preferably as part of an established quant group
• Data analysis and coding experience (preferably Python/pandas/numpy)
• Strong communication skills with the motivation to work in a large collaborative investment group structure

What Would Be Useful:

• Understanding of instrument mechanics across futures, forwards and related markets

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.