Lead Quant Portfolio Manager - Systematic Futures

Selby Jennings; Chicago (IL); On-site; USD 180,000 - 300,000; Full time

Job summary

Selby Jennings represents a proprietary trading firm seeking an experienced Quantitative Portfolio Manager to build and scale systematic futures strategies across global markets.

You will deploy strategies with institutional-grade infrastructure and collaborate with technologists, researchers, and operations to maximize performance, while owning the IP behind your trading ideas in a highly entrepreneurial environment.

Qualifications

• Proven track record trading systematic futures strategies.
• Demonstrated ability to generate consistent risk-adjusted returns.
• Ownership of the intellectual property behind your trading strategies.
• Strong quantitative, statistical, and research background.
• Experience operating independently and managing risk.

Responsibilities

• Manage and grow systematic futures strategies across global markets.
• Deploy and scale strategies using the firm's institutional-grade infrastructure.
• Partner with technologists, researchers, and operations professionals to maximize performance.
• Expand into new markets, datasets, and trading opportunities with access to substantial resources and capital.

Skills

Quantitative analysis

Portfolio management

Systematic trading

Risk management

Statistical analysis

Independent work

Job description

Selby Jennings represents a proprietary trading firm seeking an experienced Quantitative Portfolio Manager to build and scale systematic futures strategies across global markets.

You will deploy strategies with institutional-grade infrastructure and collaborate with technologists, researchers, and operations to maximize performance, while owning the IP behind your trading ideas in a highly entrepreneurial environment.