Systematic Portfolio Manager Equities / Futures

Opportunity: Systematic Portfolio Manager Equities / Futures

We are engaging with experienced systematic Portfolio Managers and senior alpha researchers seeking a high-caliber platform to scale their strategies. This is a discreet mandate focused on identifying quant professionals with a repeatable signal framework, robust execution logic, and a track record (or capability) to manage risk-adjusted capital with autonomy.

What Were Looking For:

• Deep expertise in signal research, portfolio construction, and execution within a systematic equities and/or futures environment (stat arb, factor-driven, high-capacity or medium-frequency models).
• Strong command of Python, C++, or other relevant research stack for alpha modelling and simulation.
• Solid understanding of slippage, market impact, and production-level infrastructure needed to run and scale live books.
• Academic foundation in quantitative disciplines (mathematics, physics, computer science, engineering) from top-tier institutions.

Preferred Profile:

• Demonstrable PnL or IP ownership, with prior experience running a standalone or sleeve within a multi-strat or prop environment.
• Comfort working in low-touch or no-touch environments with discretion around signal confidentiality.
• PhD or equivalent academic credentials in a technical field (preferred, not required).

This is ideal for PMs looking to migrate their stack, lift out a team, or gain access to capital, technology, and institutional-grade risk oversight without bureaucratic drag. If you're currently managing live capital or in late-stage R&D and exploring your next move we want to hear from you.