Job Description
About the Opportunity
Systematic Sub-Portfolio Manager – MFT Futures & Options (Derivatives)
Location: Remote (UK, Europe, Asia)
Company: Multi-Strat Hedge Fund
Responsibilities
- Develop and run fully systematic MFT strategies across futures and/or options (derivatives)
- Contribute to alpha generation within a multi-PM platform
- Take ownership of strategy performance and risk management, with direct PnL impact
- Conduct advanced quantitative research using large and complex datasets
- Collaborate with central infrastructure and technology teams to optimise execution and scalability
About You
This role is designed for individuals looking to scale strategies within a world-class platform while progressing towards full PM responsibility.
Eligibility
- Proven experience running systematic MFT strategies in futures and/or options
- Demonstrated track record of 1.5+ Sharpe ratio
- Proven ability to generate $10m+ annual PnL
- Strong understanding of derivatives markets, market microstructure, and execution
- Solid programming skills (Python, C++, or similar)
- Experience within a leading hedge fund or proprietary trading environment
Benefits
- Fully remote setup across the UK, Europe, or Asia
- Access to significant capital, data, and infrastructure
- Competitive compensation with strong performance-linked upside
- Clear progression path to full PM capital allocation
- Collaborative, high-performance environment within a top multi-strategy hedge fund