Futures Portfolio Manager

A leading proprietary trading business is expanding its US portfolio management team and is looking for an accomplished systematic futures trader to join its Chicago or New York office. This opportunity is designed for a Portfolio Manager who combines rigorous quantitative research with strong commercial instincts. You will be given the autonomy, capital and technical resources to develop and scale strategies across highly liquid futures markets. The Opportunity You will lead the full lifecycle of systematic trading strategies—from identifying new sources of alpha through research and validation to live deployment and ongoing portfolio management. The mandate will primarily cover CME-listed futures, with an emphasis on intraday and short-duration strategies holding positions for up to five days. Success will be measured by the quality, resilience and scalability of your returns. Your Responsibilities Research and develop systematic strategies across futures markets Convert investment ideas into robust production models using Python or C++ Manage live portfolios, including position sizing, capital allocation and risk Evaluate market, alternative and real-time datasets for new predictive signals Monitor strategy performance and respond to changes in market behaviour Improve execution, portfolio construction and transaction-cost efficiency Partner with quantitative researchers and engineers to enhance the firm’s trading platform Maintain clear research, testing and model-governance standards What We’re Looking For At least three years of professional experience trading CME futures A demonstrable record of generating profitable systematic returns Experience within a proprietary trading firm, hedge fund, family office or comparable investment environment Advanced programming ability in Python, C++ or both Strong knowledge of quantitative research, statistical modelling and backtesting Practical expertise in portfolio construction and risk management An understanding of futures market structure, execution and trading costs The ability to work independently and take ownership of investment outcomes Sharpe Ratio of 3+ over a 12 month period The Ideal Profile You are a research-driven trader who can distinguish a compelling backtest from a genuinely durable strategy. You understand how to balance innovation with disciplined risk-taking and are comfortable being accountable for live performance. You will bring original ideas, sound judgement and the technical depth required to move efficiently from hypothesis to production. Why Join? Run an independent systematic futures mandate from Chicago or New York Access meaningful capital and sophisticated trading infrastructure Work alongside experienced professionals across research, engineering and trading Benefit from a performance-led environment with the ability to scale successful strategies Join an established global firm that continues to invest in its US trading operations #J-18808-Ljbffr Stephenson Executive Search