Systematic Futures Portfolio Manager

About the role

We are a proprietary trading firm that specializes in systematic and quantitative strategies across global derivatives markets. We are looking for an experienced Systematic Futures Portfolio Manager to develop, run, and scale fully systematic trading strategies on CME, Eurex or ICE futures.

Key responsibilities

• Research, develop and deploy systematic trading strategies across liquid futures markets.
• Identify new sources of alpha using quantitative techniques and data‑driven research.
• Continuously improve existing models to enhance performance and robustness.
• Manage risk and capital allocation within agreed parameters.
• Monitor live trading performance and adjust strategies as market conditions evolve.
• Trade intraday to multi‑day horizons, executing both high‑frequency and medium‑frequency approaches.
• Build and maintain research and trading models using Python and/or C++.
• Collaborate with infrastructure teams to optimise execution quality.

Required profile

• Minimum three years of experience developing and managing systematic trading strategies in a prop‑trading firm, hedge fund, bank or family office.
• Proven live‑trading track record on CME, Eurex or ICE‑listed futures.
• Strong quantitative background with the ability to generate alpha from market and exchange data.

Required skills

• Python
• C++

What we offer

• Competitive profit‑sharing structure with payouts up to 50%.
• Attractive clearing and exchange fee arrangements.
• CME membership benefits and enhanced market access.
• Institutional‑grade technology and infrastructure.
• Significant autonomy to develop and grow your trading business.
• A collaborative, performance‑driven environment.