Portfolio Manager – Cross Asset

CW Talent Solutions; Greater London; On-site; GBP 150,000 - 240,000; Full time

Benefits offered by this job

Access to shared data and research

Collaborative environment

Robust risk management support

Collaborative environment

Job summary

A leading multi-strategy investment firm in Greater London seeks a Portfolio Manager to design and manage systematic trading strategies across global futures markets. Ideal candidates should have 3–10+ years of experience, a verifiable PnL track record, and proficient Python skills. The successful applicant will work in a collaborative environment with access to institutional-grade research and execution infrastructure, allowing for effective strategy scaling and robust risk management support.

Qualifications

• 3–10+ years’ experience trading or researching futures-based curve or cross-market strategies.
• Live, verifiable PnL track record in systematic or relative-value trading.
• Strong understanding of term structure, roll yield, carry, and basis dynamics.
• Proficient Python skills for research and strategy development.
• Experience at a hedge fund, multi-manager, or proprietary trading firm preferred.

Responsibilities

• Design and manage systematic and relative-value trading strategies.
• Capture roll, carry, basis, and spread opportunities across futures.

Skills

Trading futures-based strategies

Researching market strategies

Python proficiency

Python

Quant research

Hedge fund experience

Tools

Python

Job description

CW Talent Solutions is partnering with a leading multi-strategy investment firm (~$30bn AUM) to hire a Portfolio Manager focused on systematic and relative-value curve trading across global futures markets.

The Role

Design and manage systematic and relative-value trading strategies focused on curve dynamics and cross-market relationships. The role centres on capturing roll, carry, basis, and spread opportunities across rates, energy, and equity index futures, supported by institutional-grade research, data, and execution infrastructure.

Requirements

• 3–10+ years’ experience trading or researching futures-based curve or cross-market strategies
• Live, verifiable PnL track record in systematic or relative-value trading
• Strong understanding of term structure, roll yield, carry, and basis dynamics
• Proficient Python skills for research and strategy development
• Experience at a hedge fund, multi-manager, or proprietary trading firm preferred

Why Apply?

• Trade within a well-capitalised, institutional multi-strategy platform
• Access to shared data, research, and execution infrastructure
• Ability to scale strategies with robust risk management support
• Collaborative environment combining quantitative and discretionary expertise