Moreton Capital Partners ยท 3 months ago
Quant Developer - Systematic Commodities Hedge Fund
Moreton Capital Partners is seeking a talented Quant Developer to join their team at the ground floor of an ambitious build focused on launching live trading across global commodity futures. The role involves building and maintaining data pipelines, improving backtesting frameworks, and collaborating with researchers to translate hypotheses into robust experiments.
Financial Services
Responsibilities
Build and maintain data pipelines ingesting futures, options, and alternative datasets (from price data from Bloomberg and vendor feeds to unstructured data)
Improve backtesting framework (event-driven simulations, realistic slippage/costs, walk-forward validation, portfolio performance analysis)
Support research tooling: feature libraries, experiment tracking, artefact storage
Machine learning cloud and local execution and optimization setup
Productionize signals into the live trading stack with CI/CD, monitoring, and version control
Develop dashboards and alerting for data quality, latency, and model drift
Collaborate with researchers to translate hypotheses into robust, testable experiments, as well as enhance proposed process computationally
Qualification
Required
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
Preferred
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
Benefits
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
Hybrid role: Work from home and a co-work space office can be provided
Positive, inclusive and encouraging work environment
Company
Moreton Capital Partners
We extract alpha by combining deep fundamental trading experience with cutting-edge quantitative research.
Funding
Current Stage
Early StageCompany data provided by crunchbase