Systematic Portfolio Manager​/1b+ AUM Equities & Futures Hedge Fund

Location - New York or Fully Remote (US)

Our client is an established quantitative hedge fund with over $1bn in assets under management, specializing in fully systematic equities and futures strategies. The firm combines sophisticated quantitative research, advanced technology and disciplined risk management to identify and capture alpha across liquid financial markets.

The firm is looking to hire an experienced Systematic Portfolio Manager to develop, manage and scale systematic trading strategies within its investment platform. This is an opportunity for a proven investor to take meaningful ownership of strategy performance, with access to institutional infrastructure and the flexibility to operate from New York or remotely within the US.

The mandate is open to Portfolio Managers with a demonstrable track record in systematic equities or futures. Candidates should have an established investment process, strong quantitative capabilities and a clear understanding of how to generate repeatable, risk-adjusted returns.

The successful candidate will be responsible for refining existing strategies, researching new sources of alpha and managing portfolio construction and risk. The firm is interested in a range of systematic approaches, with an emphasis on robust research, scalable strategies and long-term performance.

• Develop, manage and optimise fully systematic equities or futures strategies.
• Identify new sources of alpha through quantitative research, statistical analysis and market data.
• Enhance predictive signals, portfolio construction and risk allocation.
• Monitor live performance, PnL attribution, drawdowns and portfolio exposures.
• Evaluate strategy robustness, transaction costs, capacity and scalability.
• Work with research and technology teams to improve strategy implementation and performance.

• Proven experience as a Systematic Portfolio Manager within a quantitative hedge fund or proprietary trading firm.
• Demonstrable track record in systematic equities or futures strategies.
• Strong quantitative research and strategy development capabilities.
• Deep understanding of portfolio construction, risk management and systematic execution.
• Programming proficiency in Python, C++ or comparable languages.
• Evidence of repeatable alpha generation and the ability to manage strategies through changing market conditions.

• Join an established quantitative hedge fund with over $1bn AUM.
• Significant ownership of strategy development and investment performance.
• Access to sophisticated research and trading infrastructure.
• Competitive, performance-linked compensation.
• Flexible location:
  New York or fully remote anywhere in the US.