Portfolio Manager – Futures & FX

JR United Kingdom; High Wycombe; On-site; GBP 70,000 - 120,000; Full time

Job summary

A global hedge fund seeks a Portfolio Manager to lead their futures and Forex team, utilizing your experience in quantitative trading strategies. With a strong brand and positive returns, this role offers a unique opportunity to influence decision-making in a dynamic market environment. The position focuses on delivering risk-adjusted returns through systematic strategy development and investment oversight.

Qualifications

• Track record of at least 3+ years with compelling return and Sharpe ratio.
• Ability to develop systematic trading strategies.

Responsibilities

• Develop systematic trading strategies to capture various market inefficiencies.
• Oversee the investment process from idea generation to production.
• Deliver attractive risk-adjusted returns uncorrelated with market risk.

Skills

Experience with trading quantitatively driven strategies

Statistical arbitrage

Systematic futures

Calm and focused under pressure

Education

Science, Technology, Engineering, and Mathematics background

Job description

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Client:

Location:

high wycombe, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

06.06.2025

Expiry Date:

21.07.2025

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Job Description:

A global hedge fund offering one of the top 5% PnL share are hiring Portfolio Manager for their futures and Forex team. With an excellent infrastructure to plug into. You will be working for a business with demonstrated positive returns, one of the top players in the market with a strong global brand.

Job Responsibilities:

• Develop systematic trading strategies to capture various market inefficiencies
• Oversee the investment process from idea generation to production and ongoing risk monitoring and portfolio management
• Improve existing strategies, develop new strategies and adapt to changing market environments.
• Deliver attractive risk-adjusted returns uncorrelated with the market and common risk factors.

Requirements:

• Experience with trading quantitatively driven strategies
• Have a track record of at least 3+ years with compelling return and Sharpe ratio
• Experience in statistical arbitrage, systematic futures.
• The ability to remain calm, focused and resilient under challenging situations
• Science, Technology, Engineering, and Mathematics background preferred

If you would like to learn more about this opportunity, please feel free to apply now