Futures Portfolio Manager (Systematic / Quant)

AAA GlobalChicago, IL, US

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Job Description

Futures Portfolio Manager (Systematic / Quant)

Office Locations : Chicago, New York, Miami, London, Dubai, Zug

Seniority : Experienced

Our client is a fast-growing proprietary trading firm actively hiring experienced professionals to build and manage cutting-edge, fully systematic strategies across global futures markets. The team blends advanced quantitative research, sophisticated modeling, and innovative technology to identify and capture alpha in multiple asset classes. With a strong focus on agility, transparency, and performance, the firm empowers its traders with the resources and autonomy they need to thrive.

Why You’ll Want to Work Here

Industry-leading PnL splits (up to 50%).
Access to significantly reduced clearing and exchange fees.
Exchange memberships for cost advantages and market access.
Streamlined decision-making process with minimal red tape.
Work environment optimized for high-performing systematic and discretionary professionals.

The Opportunity

We're looking for a Systematic Futures Portfolio Manager with a proven history of generating consistent returns. Ideal candidates will have experience in developing short-term or intraday futures strategies (HFT or MFT) and be comfortable navigating fast-paced, data-driven trading environments. This role is best suited for PMs who are highly analytical, self-directed, and proficient in leveraging technology to drive performance.

What You’ll Be Doing

Strategy Design & Execution : Build and deploy fully automated trading strategies focused on CME and EUREX futures (including cash-settled and commodity products). Strong discretionary traders seeking to transition into systematic approaches are also welcome.

Portfolio Oversight : Actively manage risk and position sizing for intraday to medium-hold strategies (typically closing within 5 days).

Technology Integration : Code and refine trading systems using Python or C++. Collaborate with quant devs and infrastructure teams to ensure robust execution and low-latency performance.

Ongoing Optimization : Monitor strategy performance and adapt to changing market dynamics using real-time analytics and feedback loops.

Your Background

Experience : 3+ years in quantitative trading or portfolio management at a prop shop, hedge fund, family office, or bank focusing on CME, ICE or EUREX futures.

Performance : Demonstrated ability to deliver strong risk-adjusted returns. You MUST have an proprietary track record to be considered for this position.

Programming : Comfortable coding in Python or C++ within a systematic trading context.

Risk & Market Understanding : Deep familiarity with market microstructure, regulatory standards, and in-house risk controls.

Alpha Generation : Able to generate signals from raw and derived exchange data.

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Portfolio Manager • Chicago, IL, US