Quant Developer Intern – Systematic Commodities Hedge Fund
Moreton Capital Partners is seeking a talented Quant Developer Intern to join our team at the ground floor of an ambitious build. We are launching 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 CIO and Head of Quant Research, owning infrastructure that takes research ideas to production in a fast-moving, real capital environment.
Key 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.
