A leading, technology-driven hedge fund is seeking a highly skilled and detail-oriented professional with experience in systematic trade execution, ideally across futures, options, and swaps. They would be responsible for the implementation of the firm\βs in-house systematic strategies across managed accounts and commingled funds , as well as oversee the full life-cycle of trade implementation and operational management across the firm\βs accounts. This role is central to ensuring seamless trading execution , accurate post-trade processing, and efficient cash management across the firm\βs multi-account platform. What You\βll Do: Execute trades generated by the firm\βs systematic strategies across futures, swaps, and options with zero tolerance for operational risk. Manage order routing, execution algorithms, and broker relationships to minimise slippage and costs. Oversee the full trade lifecycle, from order generation through allocation, confirmation, reconciliation, and exception resolution. Collaborate with research, tech, and risk teams to ensure seamless, scalable execution across multi-account platforms. What We\βre Looking For: 5+ years in execution trading or operations at a hedge fund, asset manager, or systematic trading environment. Deep knowledge of futures, swaps, and options markets. Strong Python skills and experience with OMS/EMS platforms. Genuine interest in execution quality, process robustness, and operational excellence Detail-oriented, proactive, and thrives in a fast-paced systematic environment. Why Join? Work with cutting-edge strategies in a growing, research-driven firm. High-impact role with autonomy and visibility. Competitive pay + performance bonus.
Contact Detail:
Selby Jennings Recruiting Team