Quant Developer - Systematic Commodities Hedge Fund

Quant Developer – Systematic Commodities Hedge Fund

Moreton Capital Partners is seeking a talented Quant Developer to join our team. We are live trading across global commodity futures, supported by an investment process rooted in machine learning.

This is a unique opportunity to work directly with the global team, owning infrastructure that takes research ideas to production in a fast-moving, real capital environment.

Key Responsibilities

• Build and maintain data pipelines ingesting futures and alternative datasets (from price data from vendor feeds to unstructured data).
• Build and improve LLM-based workflows that support research, data processing, and internal tooling.
• 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.

Requirements

• Fluency in Python and SQL; clean, testable code is a must.
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