Selby Jennings
Overview
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.
Role Systematic Futures Portfolio Manager
with a proven track record of deploying high-performance strategies across CME or EUREX futures. Location: NYC or Chicago.
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.
Location New York City or Chicago
#J-18808-Ljbffr
Role Systematic Futures Portfolio Manager
with a proven track record of deploying high-performance strategies across CME or EUREX futures. Location: NYC or Chicago.
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.
Location New York City or Chicago
#J-18808-Ljbffr