Quantitative Portfolio Manager - Futures

Sartre Group; Chicago (IL); On-site; USD 120,000 - 180,000; Full time

Benefits offered by this job

Generous total compensation package

High % pnl split

Job summary

Sartre Group, a systematic proprietary trading firm in Chicago, is searching for a Portfolio Manager with expertise in quantitative futures trading. This role involves researching and deploying mid-frequency trading strategies while collaborating closely with other team members.

The ideal candidate will have a proven track record in quantitative trading, particularly in the futures market, and will hold an advanced degree in a relevant field. A competitive compensation package, including a high % pnl split, is offered.

Qualifications

• Proven success in quantitative trading at a trading firm.
• Experience with MFT futures strategies.
• Strong analytical skills to identify trading opportunities.

Responsibilities

• Research, backtest, and deploy systematic MFT futures strategies.
• Monitor and manage trading algorithms for profitability.
• Create new futures trading strategies to improve profitability.
• Collaborate with developers to enhance systems.

Skills

Quantitative trading experience

Futures trading track record

Mid-frequency trading experience

Education

BSc, MSc, or PhD in Computer Science, Statistics, Mathematics, or Physics

Job description

A systematic proprietary trading firm in Chicago is looking to onboard a Portfolio Manager with quantitative futures trading experience to their team. The firm has been trading mid-frequency trading strategies successfully and have the infrastructure setup to implement new strategies. The firm was founded by individuals who spent time at top firms across the industry and they offer a collaborative environment plus the opportunity to make an impact immediately.

Responsibilities:

• Research, backtest, and deploy systematic MFT futures strategies
• Actively monitor and manage trading algorithms to ensure profitability and manage risk
• Create new futures trading strategies to increase desk profitability and capture market share
• Work collaboratively with developers and researchers on areas that can be improved
• Analyze market trends and operational data to identify trading opportunities

Qualifications:

• Quantitative trading experience plus a proven futures trading track record at a trading firm
• Proven success in a mid-frequency trading environment
• BSc, MSc, or PhD in Computer Science, Statistics, Mathematics, or Physics

A generous total compensation package is on offer plus high % pnl split. This is an urgent requirement and the firm are looking for the successful candidate to start asap.