Futures Based ETF Portfolio Manager

What you'll do: Own the full trade lifecycle. Design and run laddered, multi-contract roll schedules across monthly and weekly tenors, on contracts with no history to fit to, and defend the design when the curve does something nobody modelled. Run the daily reset. Rebalance at the close on the leveraged sleeve, and be the person who can explain path dependency to someone holding a statement. Trade the book across multiple clearing relationships, with cash creations and redemptions and no in-kind basket to hide behind. Hold NAV alignment together — baskets, PCFs, authorized participants, and the conversations that come with them. Work inside an 18f-4 programme. Is this role right for you The requirement is narrow. You need to have traded futures inside a registered fund wrapper. Not allocated to futures funds. Not sat beside a desk that did. Run the book, with your hands on the bloomberg keyboard for daily operations and trading. Including daily-reset leverage. If you have been the portfolio manager on a leveraged exchange-traded fund, lead with that. If you built or ran the rebalancing models behind one, that counts, and we want to hear from you. If your experience with leverage is a category word on a résumé, this is not the job for you, and there is no version of the interview where that changes. Everything else is negotiable. Futures trading and leverage experience is not.

What we're looking for: • Futures inside the ETF wrapper• Roll calendars you designed rather than inherited• Daily reset, rebalance at the close — as work you have done• Cash creation and redemption baskets• PCFs, authorized participants, NAV alignment• 18f-4 derivatives risk management, VaR testing, 2a-5 fair value• CFTC and NFA familiarity. Series 3 held, or held before you start Compensation and benefits$120,000 to $200,000 base, set by experience, and bonus eligible on firm performance. Remote within the United States, with travel. You must be authorized to work in the United States. Before you apply Our registration statements are public on our website and those documents will tell you more about this trasing desk than a job posting can. Start there. If you like what you read and can say yes to above - apply now!