Commodity Fundamentals Portfolio Manager

4w4 weeks ago

Winton

London, GB · Full-time · £250,000 – £450,000

About this role

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 across major liquid asset classes. Founded in 1997 by David Harding, Winton manages assets for some of the world’s largest institutional investors.

We seek a systematic commodities PM/quant strategist with experience building and operating systematic fundamental commodities trading strategies. You will join the Investment Management & Research (IMR) group in a collaborative quant group structure. Leverage significant technology and process resources provided by internal teams to deliver your strategies.

Day-to-day involves developing and operating scalable systematic trading strategies in specific commodities markets like energies, metals, and agriculturals. Liaise with technology and data teams to build required infrastructure. Oversee trading activity, positions, and performance of your strategies.

Work collaboratively with quant researchers and other PMs/strats to enhance strategies and contribute to others. Employ ambitious professionals at the leading edge of investment management. Gain world-class infrastructure and an exceptional opportunity to learn from others with broad impact.

Requirements

Previous experience and/or trading track record in systematic commodities trading
Excellent knowledge of commodity markets fundamentals, supply/demand modelling and associated data sets
Technical skills in data analysis, Python programming and understanding of instrument mechanics
Leadership and communication skills to operate in a collaborative environment and drive changes required for your strategy
Experience building systematic fundamental commodities trading strategies
Familiarity with commodities markets such as energies, metals, or agriculturals
Proficiency in quantitative modeling for commodities

Responsibilities

Develop and operate scalable systematic trading strategies in specific commodities markets (e.g., energies, metals, agriculturals)
Work with quant researchers and other PMs/strats to enhance your strategy and contribute to others
Liaise with technology and data teams to build infrastructure required for your trading
Oversee the operation of trading strategies with regard to trading activity, positions, and performance
Analyze commodity fundamentals including supply/demand modeling
Backtest and optimize systematic strategies using historical data
Monitor market fundamentals and adjust strategies accordingly
Collaborate on cross-asset strategy enhancements

Benefits

World-class infrastructure for developing and operating systematic trading strategies
An exceptional opportunity to learn from others and have a broad impact