Quant Developer - Systematic Commodities Hedge Fund

Moreton Capital Partners

الوصف الوظيفي

الأدوار والمسؤوليات

الملف الشخصي المطلوب للمرشحين

• 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.

• Impact from day one: You ll be building mission-critical infrastructure for a fund that begins live trading this year 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.