Systematic Futures Portfolio Manager - #2114612

About the Firm

We are a proprietary trading firm focused on systematic and quantitative strategies across global derivatives markets. Combining advanced technology, quantitative research and robust trading infrastructure, we provide portfolio managers with the capital, tools and autonomy required to scale successful strategies.

The firm operates with a lean, entrepreneurial culture, allowing traders and PMs to move quickly, implement ideas efficiently and focus on generating returns rather than navigating layers of bureaucracy.

What We Offer

• Competitive profit-sharing structure, with payouts of up to 50%

• Attractive clearing and exchange fee arrangements

• CME membership benefits and enhanced market access

• Access to institutional-grade technology and infrastructure

• Significant autonomy to develop and grow your trading business

• A highly collaborative and performance-driven environment

The Opportunity

We are seeking an experienced Systematic Futures Portfolio Manager with a demonstrable live trading track record in CME, Eurex or ICE futures markets.

Candidates should have experience researching, developing and running their own quantitative trading strategies, with a proven ability to generate alpha from market and exchange-derived data. We are open to both HFT and MFT approaches across liquid futures markets.

This role is ideally suited to an established PM seeking a platform with competitive economics, strong infrastructure and the flexibility to scale successful strategies.

Key Responsibilities

Strategy Development

• Research, develop and deploy fully systematic trading strategies across futures markets

• Identify and exploit new sources of alpha using quantitative techniques and data-driven research

• Continuously enhance and refine existing models to improve performance and robustness

Portfolio Management

• Manage risk and capital allocation within agreed parameters

• Monitor live trading performance and adjust strategies as market conditions evolve

• Trade intraday and short-term strategies, with holding periods ranging from intraday to several days

Quantitative Research & Technology

• Build and maintain research and trading models using Python and/or C++

• Work closely with trading infrastructure to optimise execution quality and strategy efficiency

• Conduct rigorous backtesting, validation and performance analysis

Requirements

Trading Experience

• Minimum three years of experience developing and managing systematic trading strategies within a proprietary trading firm, hedge fund, bank or family office

• Strong preference for candidates with experience trading CME, Eurex or ICE-listed futures products

• Experience across equity index, rates, commodity or energy futures is highly desirable

Track Record

• Verifiable history of profitable live trading performance

• Strong understanding of risk-adjusted returns, drawdowns and portfolio construction

Technical Skills

• Strong programming ability in Python and/or C++

• Experience handling large-scale market datasets and quantitative research workflows

Quantitative & Risk Expertise

• Deep understanding of systematic alpha generation and model development

• Strong grasp of risk management, market microstructure and electronic execution

Ideal Profile

You are an established systematic futures trader or portfolio manager with your own proven trading approach, a strong quantitative background and the ability to generate consistent risk-adjusted returns. You are looking for a platform that combines competitive economics, high-quality infrastructure and the freedom to scale successful strategies.