Portfolio Manager – Futures & FX

JR United Kingdom; Reading; On-site; GBP 70,000 - 150,000; Full time

Job summary

A leading global hedge fund in the UK is seeking a Portfolio Manager to join their futures and Forex team. The role involves developing trading strategies, overseeing investment processes, and improving existing strategies to deliver uncorrelated risk-adjusted returns. Candidates should have a strong background in quantitative trading and portfolio management with demonstrable experiences and achievements in the field.

Qualifications

• 3+ years experience in portfolio management with strong return metrics.
• Calm and focused under pressure.
• Experience in statistical arbitrage and systematic futures.

Responsibilities

• Develop systematic trading strategies to capture market inefficiencies.
• Oversee investment from idea generation to portfolio management.
• Develop new strategies and adapt to market changes.

Skills

Quantitative trading strategies

Risk monitoring

Portfolio management

Education

STEM background

Job description

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Client:

Location:

Reading, 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 is hiring a Portfolio Manager for their futures and Forex team. They provide excellent infrastructure to support your work. 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.
• At least 3+ years of experience with compelling return and Sharpe ratio.
• Experience in statistical arbitrage and systematic futures.
• The ability to remain calm, focused, and resilient under challenging situations.
• Science, Technology, Engineering, and Mathematics background preferred.

If you are interested in this opportunity, please apply now.