Systematic Macro Portfolio Manager

4 weeks ago


New York, New York, United States Caxton Associates , LLC Full time

About the Role:

Caxton Associates, LLC is seeking an experienced Portfolio Manager to lead our Systematic Macro strategies. As a key member of our team, you will be responsible for managing a significant capital allocation and overseeing rigorous risk management across all active positions.

In this role, you will have the opportunity to collaborate with a global team of professionals who share your passion for financial markets and your commitment to delivering exceptional results.

Key Responsibilities:

  • Independently manage a significant capital allocation by creating, executing, and monitoring a Systematic Macro strategy.
  • Construct portfolios based on robust data-driven trading strategies that are uncorrelated with traditional capital markets and CTA strategies.
  • Conduct thorough research and back testing of trading strategies, applying ingenuity and creativity to identify new sources of alpha.
  • Utilize stringent volatility control frameworks and combine multiple sources of alpha.
  • Collaborate effectively within a global team environment, learning from and adding value to collective insights and expertise.
  • Ensure strict compliance with all industry rules, regulations, and internal company policies.

Requirements:

  • Proven track record in Systematic Macro, demonstrated by robust investment acumen and a Sharpe Ratio greater than 1.5.
  • A minimum of 5 years of experience in portfolio management, preferably within a hedge fund.
  • Proficiency in programming skills, advanced quantitative methods for analysing large data sets and pattern identification, as well as portfolio construction methodologies.
  • Demonstrated expertise in macro product sets including futures, FX, and swaps, with the ability to build a front-to-back systematic investment framework with minimal regular human intervention.
  • Humility and the capacity to thrive in a highly collaborative global team, with a strong desire to learn from and alongside other investors.
  • Unwavering commitment to the highest standards of ethics and integrity.
  • Exceptional decision-making abilities, capable of performing well under pressure.

What We Offer:

Caxton Associates, LLC offers a competitive compensation package, including a base salary of $250,000 annually, with the potential for bonus compensation and employee benefits. If you are an experienced portfolio manager with a passion for collaboration and a keen interest in financial markets, we encourage you to apply.



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