Portfolio Manager​/Global Futures Lead – Systematic

Location

New York, NY (On-site or hybrid, depending on candidate)

A leading, research‑driven quantitative investment firm is looking for an experienced Portfolio Manager / Global Futures Lead to run systematic global futures strategies from its New York office. The role requires fluency in Mandarin and English to collaborate effectively with investment and trading teams across US and Asia.

• Lead research, design, and implementation of systematic global futures strategies.
• Own alpha research, signal construction, portfolio design, and ongoing risk management.
• Manage a book with clear P&L responsibility and risk limits.
• Collaborate with quant researchers, engineers, and traders across US and Asia to deploy and refine strategies in production.
• Contribute to the broader research agenda and development of new signals and products.

• Proven track record running systematic futures strategies (e.g., global macro, trend, CTA, or related) with demonstrable P&L.
• Strong quantitative background (e.g., mathematics, statistics, physics, computer science, engineering).
• Deep experience in systematic alpha research, portfolio construction, and portfolio‑level risk management.
• Proficiency in at least one programming language used for systematic research (e.g., Python, C++, or similar).
• Fluency in Mandarin and English, with the ability to work closely with Mandarin‑speaking research and trading teams.
• Experience at a hedge fund, proprietary trading firm, or top‑tier systematic platform.

Highly competitive, performance‑driven compensation package commensurate with experience and track record.