We are retained to add a Systematic FX & Rates Portfolio Manager to a leading multi-strategy platform's systematic business. The seat comes with dedicated capital, central risk, data and execution infrastructure and the freedom to run a diversified, scalable systematic book across G10 and EM currencies, government bond futures, swaps and rates options.
The role
- Run a systematic FX, rates, or combined FX-and-rates strategy with full P&L ownership
- Research, validate and deploy new alpha signals (carry, value, momentum, term-structure, curve, cross-asset relative value)
- Manage portfolio construction, turnover, risk and capacity within platform drawdown limits
- Work with in-house quant researchers, developers and execution on cost and market-impact
- Build and mentor a small team over time where the track record supports it
What we are looking for
- A verifiable, live track record in systematic FX and/or rates (ideally 3+ years of real P&L) with a strong net-of-cost Sharpe ratio and controlled drawdowns
- Medium-frequency or intraday horizons across liquid G10 or EM instruments; a clear view of capacity and decay
- Strong research process in Python, with experience taking strategies into production
- Background in a systematic macro fund, multi-strategy pod, CTA or bank prop.
- Strong risk discipline and the ability to explain where the edge fails
Not a fit: sell-side flow or market-making desks without a proprietary systematic track record; strategies that cannot run within strict platform drawdown limits.