Moreton Capital Partners · 5 months ago
Quant Developer Intern - Systematic Commodities Hedge Fund
Moreton Capital Partners is seeking a talented Quant Developer Intern to join their team at the ground floor of an ambitious build. This role involves building and maintaining data pipelines for live trading across global commodity futures, while working closely with senior leadership to bring research ideas to production in a fast-paced environment.
ConsultingFinancial 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