Selby Jennings
Base pay range:
$100,000 - $500,000
per year.
Overview Systematic Futures Portfolio Manager - NYC or Chicago | Global Prop Trading Firm
Location:
New York City or Chicago
Compensation:
Up to 50% PnL payout (based on Sharpe ratio)
Languages:
Python or C++
Markets:
CME or EUREX Futures
Trading Style:
HFT / MFT | Intraday to Short-Term (Max Hold: 5 Days)
Our Client A global prop trading firm is expanding its team of systematic portfolio managers. This firm has a long standing track record, but has more of a start-up feel in the US.
With cutting-edge infrastructure, deep market access, and a performance-driven culture, this firm empowers top-tier talent to thrive in a high-stakes, high-reward environment.
The Role We are seeking a
Systematic Futures Portfolio Manager
with a proven track record of deploying high-performance strategies across CME or EUREX futures.
Key Responsibilities
Design, implement, and manage systematic trading strategies (HFT/MFT) with intraday to short-term horizons (max hold: 5 days).
Collaborate with quant researchers and technologists to optimize execution and performance.
Maintain and evolve robust infrastructure using Python or C++.
Requirements
Minimum Sharpe Ratio of 3+ over a 12-month period.
Demonstrated success in generating consistent alpha in futures markets.
Strong programming skills in Python or C++.
Experience with intraday or short-term systematic strategies.
Ability to work independently within a collaborative, fast-paced environment.
Compensation & Structure
Performance-based payout up to 50% of PnL, scaled by Sharpe ratio.
Access to world-class infrastructure, data, and capital.
Flexible working environment with offices in NYC or Chicago.
Details
Seniority level : Mid-Senior level
Employment type : Full-time
Job function : Finance
Industries : Investment Management
Benefits
Medical insurance
Vision insurance
401(k)
Paid maternity leave
Paid paternity leave
Pension plan
Child care support
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$100,000 - $500,000
per year.
Overview Systematic Futures Portfolio Manager - NYC or Chicago | Global Prop Trading Firm
Location:
New York City or Chicago
Compensation:
Up to 50% PnL payout (based on Sharpe ratio)
Languages:
Python or C++
Markets:
CME or EUREX Futures
Trading Style:
HFT / MFT | Intraday to Short-Term (Max Hold: 5 Days)
Our Client A global prop trading firm is expanding its team of systematic portfolio managers. This firm has a long standing track record, but has more of a start-up feel in the US.
With cutting-edge infrastructure, deep market access, and a performance-driven culture, this firm empowers top-tier talent to thrive in a high-stakes, high-reward environment.
The Role We are seeking a
Systematic Futures Portfolio Manager
with a proven track record of deploying high-performance strategies across CME or EUREX futures.
Key Responsibilities
Design, implement, and manage systematic trading strategies (HFT/MFT) with intraday to short-term horizons (max hold: 5 days).
Collaborate with quant researchers and technologists to optimize execution and performance.
Maintain and evolve robust infrastructure using Python or C++.
Requirements
Minimum Sharpe Ratio of 3+ over a 12-month period.
Demonstrated success in generating consistent alpha in futures markets.
Strong programming skills in Python or C++.
Experience with intraday or short-term systematic strategies.
Ability to work independently within a collaborative, fast-paced environment.
Compensation & Structure
Performance-based payout up to 50% of PnL, scaled by Sharpe ratio.
Access to world-class infrastructure, data, and capital.
Flexible working environment with offices in NYC or Chicago.
Details
Seniority level : Mid-Senior level
Employment type : Full-time
Job function : Finance
Industries : Investment Management
Benefits
Medical insurance
Vision insurance
401(k)
Paid maternity leave
Paid paternity leave
Pension plan
Child care support
#J-18808-Ljbffr