· Ensure portfolio risk statistics are available in a timely fashion and can be reported without further validation steps.
· Ensure any detected unusual system behaviour is correctly explained by applying knowledge of the data and algorithms.
· Take ownership, and solve, real-time problems.
· Understand and manage: input data flow; calculation algorithms; end-usage of risk numbers.
· Contribute to projects that will result in changes to the data and algorithms used by our portfolio risk calculations.
· Liaise with investment management teams to ensure risk calculations evolve with changes in investment strategy.
· Proficient in writing operational tools and algorithms in Python - where experience with pandas is desirable.
· Familiarity working with database management systems - where experience with SQL is desirable.
· Experience with version control systems and issue tracking systems.
· A working knowledge of financial markets is desirable.
· Experience in quantitative support of investment management processes is desirable.
· Team player and a quick learner.
Winton is a research-based investment management company with a single-minded focus on statistical and mathematical inference in financial markets. Founded in 1997 by CEO David Harding, the firm manages approximately $20 billion of assets for many of the world’s largest pension funds, sovereign wealth funds, banks and fund platforms.
The global financial markets are the world’s most highly evolved computational process, receiving a continual deluge of inputs, synthesising them into a huge matrix of fluctuating securities prices, and retransmitting the signals back, nearly instantaneously, to every corner of the planet.
We use technology and mathematics to investigate this process and to uncover abstract patterns and order that can be used to forecast the probability distribution of outcomes within it. We then develop and implement algorithms designed to profit from this order, to help invest and grow the money people are saving for their future.