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 senior systematic futures PM/quant strategist with experience operating mid-frequency futures strategies to join our Investment Management & Research (IMR) group. You will lead a team developing a new set of strategies within our multi-strat.
Responsibilities:
- Developing and implementing medium frequency (hours to days holding periods) systematic futures strategies
- Leveraging resources across Winton's data engineering, operations and execution functions to operate the strategies
- Team leadership and portfolio investment responsibilities
- Portfolio construction for trading strategies in European, US and Asian futures markets
What We’re Looking For: - Previous experience in a mid-frequency systematic futures trading/research group
- Python coding experience
- Strong communication skills with the motivation to work in a large collaborative investment group structure
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.
