Systematic Futures Portfolio Manager / Leading Proprietary Trading Firm

About the role

Develop, manage, and optimize systematic futures strategies by researching alpha sources, building predictive signals, and refining execution and portfolio construction models. Monitor live performance, risk, and trading efficiency, and collaborate with researchers, developers, and traders to improve strategy robustness and scalability. Candidates should be established systematic portfolio managers or quantitative traders with a profitable track record in futures and strong knowledge of market microstructure, electronic execution, and quantitative alpha generation. Strong mathematical and statistical abilities, Python programming, and experience with large datasets, backtesting, and systematic models are expected; C++ is advantageous.