Quantitative Developer - Commodities (Python)

Description

The company is a global quantitative and systematic investment manager trading across all liquid asset classes worldwide. It is technology and data driven and takes a scientific approach to investing.

The role sits in a quantitative development function that supports research and trading in Commodities, covering Agriculture, Metals and Energy. You will build Python applications, quantitative tools and data infrastructure used for trading decisions, research and risk management. You will work with Quantitative Researchers, Traders, Data Engineers and infrastructure specialists on alternative data, pricing, backtesting and statistical modelling.

Responsibilities

• Design, build and deploy quantitative tools for trading and research, covering pricing, backtesting, risk analysis and PnL reporting.
• Create Python applications and data pipelines that explore, integrate and analyse alternative datasets such as weather and cargo data.
• Work with Researchers and Traders to turn trading ideas and business needs into production applications and quantitative models.
• Build and maintain cloud applications alongside infrastructure engineers on AWS and related technologies.
• Develop and apply statistical and machine learning models for research and trading in Agriculture, Metals and Energy.
• Implement quantitative optimisation methods and automate research and trading workflows.
• Monitor, troubleshoot and improve existing trading and research infrastructure so it stays reliable and performs well.

Requirements

• At least 2 years of professional software development experience, with strong Python skills or proficiency in another object oriented language.
• Sound grasp of software design principles and a record of building maintainable applications.
• Working proficiency with Python numerical and data libraries such as NumPy, Pandas, Polars and Matplotlib.
• Solid SQL skills and experience with relational databases.
• Experience building data processing pipelines, ideally with orchestration frameworks such as Airflow.
• Familiarity with AWS or similar cloud platforms and infrastructure as code.
• Good working knowledge of Git, unit testing, packaging and scripting.
• Experience using AI development tools to support coding, debugging and delivery.
• Strong quantitative and analytical skills and an interest in financial markets and trading.
• Able to work autonomously, manage competing priorities and collaborate well with Researchers, Traders and Engineers.
• Previous experience building quantitative tools or models in Commodities trading is beneficial.
• Experience building dashboards and data visualisation apps with Plotly, Streamlit, Dash or htmx is advantageous.
• Advanced AWS experience, including DynamoDB, RDS, S3, Lambda and AWS CDK, is beneficial.
• Familiarity with Snowflake or similar data platforms is advantageous.
• Experience with parallel or distributed computing frameworks such as Slurm and Ray is beneficial.
• Experience developing statistical or machine learning models is advantageous.
• Previous experience mentoring junior developers or interns is beneficial.

Conditions

The company is an equal opportunity employer.

Benefits

• Initiatives and programmes that support a healthy work-life balance.