Portfolio Manager - systematic futures
Remote, UK/Europe
To be successful in this application you must have an existing systematic futures strategy with track record and with a proven Sharpe ratio of 2 or above. Other applicants will not be considered. For further enquiries reach out to kate.jenkinson@harringtonstarr.com
I'm working with an established boutique systematic fund looking to add to their systematic futures coverage in London. They spun out of one of the most successful electronic market making desks in the business and now have highly impressive teams across equities and futures markets. I will consider both mid freq and hft strategies.
This is a rare offer of a highly competitive base salary with a strong pnl split, being a part of a collaborative working environment whilst running your own book and being rewarded for it.
I am looking for:
- Demonstrated and proven track record running a systematic futures strategy - at least a year live
- Sharpe 2+
Please reach out to kate.jenkinson@harringtonstarr.com to discuss further.
