Role Overview
We are building a best-in-class systematic macro capability. As a Portfolio Manager, you will design and manage quantitative strategies across rates, FX, equity index, and commodity futures. The role combines autonomy with a disciplined risk framework, giving you access to institutional-grade data, infrastructure, and capital.
Responsibilities
- Design, implement, and manage systematic trading strategies with clear economic intuition and quantitative rigor .
- Leverage machine learning and statistical techniques for signal discovery and portfolio optimization.
- Conduct research, back-testing, and simulation to validate strategies under multiple regimes.
- Actively monitor portfolios for risk, slippage, liquidity, and factor exposures.
- Collaborate with engineers and data teams to scale research platforms and execution systems.
- Report performance drivers and portfolio attribution to senior management.
Qualifications & Requirements
- 7+ years’ experience in systematic macro or quantitative strategies.
- Proven track record of generating alpha in futures, FX, or global macro instruments.
- Advanced degree in mathematics, physics, computer science, or financial engineering.
- Expertise in Python, R, or C++; experience with back-testing frameworks and statistical libraries.
- Familiarity with risk management concepts (VaR, Expected Shortfall, drawdown control).
- Ability to thrive in a collaborative, performance-driven environment.
Application Instructions
Please send your CV and cover letter to hr@gbmam.co.jp, with “Application – [Role Title]” in the subject line (e.g., Application – Portfolio Manager Systematic Macro). Applications will be reviewed in confidence.
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