Futures Systematic Portfolio Manager

Position Overview

We are seeking a skilled Futures Portfolio Manager (PM) to develop and manage fully systematic trading strategies for CME futures, and also EUREX futures. The role is open to HFT and MFT traders.

Key Responsibilities

• Strategy Development: Design and implement fully systematic trading strategies for different types of CME futures and EUREX futures (cash-settled, commodity futures, etc.). Open to top-tier discretionary traders or those transitioning to a systematic approach.

• Portfolio & Risk Management: Oversee intraday and short-term trading strategies, typically closing positions by the end of the day or holding for up to 5 days. Maintain risk exposure within firm parameters.

• Technology & Research: Utilize Python or C++ to build trading strategies, integrate with our infrastructure, and optimize execution.

• Performance Optimization: Continuously analyze and adjust strategies based on market conditions and real-time performance data.

Required Qualifications

• Market Coverage: 3+ years in D1 products focusing initially on CME, ICE and EUREX futures trading from a quantitative proprietary trading firm, hedge fund, family office, and banks. Forex may also be considered.

• Proven Track Record: Demonstrated success in creating and developing profitable trading strategies with strong risk-adjusted returns.

• Programming: Proficient in Python or C++.

• Risk Management: Strong understanding of risk controls and where applicable market microstructure, and regulatory compliance.

• Alpha & Signal Generation: PM should initially generate Alpha from exchange and derived market data.