Job Description

Futures Portfolio Manager (Systematic / Quant)

Office Locations: Chicago, New York, Miami, London, Dubai, Zug

Seniority: Experienced

Our client is a fast-growing proprietary trading firm actively hiring experienced professionals to build and manage cutting-edge, fully systematic strategies across global futures markets. The team blends advanced quantitative research, sophisticated modeling, and innovative technology to identify and capture alpha in multiple asset classes. With a strong focus on agility, transparency, and performance, the firm empowers its traders with the resources and autonomy they need to thrive.

Why You’ll Want to Work Here

• Industry-leading PnL splits (up to 50%).
• Access to significantly reduced clearing and exchange fees.
• Exchange memberships for cost advantages and market access.
• Streamlined decision-making process with minimal red tape.
• Work environment optimized for high-performing systematic and discretionary professionals.

The Opportunity

We're looking for a Systematic Futures Portfolio Manager with a proven history of generating consistent returns. Ideal candidates will have experience in developing short-term or intraday futures strategies (HFT or MFT) and be comfortable navigating fast-paced, data-driven trading environments. This role is best suited for PMs who are highly analytical, self-directed, and proficient in leveraging technology to drive performance.

What You’ll Be Doing

• Strategy Design & Execution : Build and deploy fully automated trading strategies focused on CME and EUREX futures (including cash-settled and commodity products). Strong discretionary traders seeking to transition into systematic approaches are also welcome.
• Portfolio Oversight : Actively manage risk and position sizing for intraday to medium-hold strategies (typically closing within 5 days).
• Technology Integration : Code and refine trading systems using Python or C++. Collaborate with quant devs and infrastructure teams to ensure robust execution and low-latency performance.
• Ongoing Optimization : Monitor strategy performance and adapt to changing market dynamics using real-time analytics and feedback loops.

Your Background

• Experience : 3+ years in quantitative trading or portfolio management at a prop shop, hedge fund, family office, or bank focusing on CME, ICE or EUREX futures.
• Performance : Demonstrated ability to deliver strong risk-adjusted returns. You MUST have an proprietary track record to be considered for this position.
• Programming : Comfortable coding in Python or C++ within a systematic trading context.
• Risk & Market Understanding : Deep familiarity with market microstructure, regulatory standards, and in-house risk controls.
• Alpha Generation : Able to generate signals from raw and derived exchange data.

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