About Scout Group
Scout Group is a proprietary trading firm built on a clear thesis: consistent, scalable performance is the product of superior technology and exceptional, driven talent. Neither delivers lasting results without the other, so we invest relentlessly in both.
Our trading technology has been refined and battletested over 20 years of live market operation. The platform encompasses latency-sensitive execution systems, real-time risk analytics, proprietary data pipelines, custom-built back testing environments, and machine learning tools—all purpose-built to give portfolio managers a decisive information and execution edge.
We recruit selectively for individuals who combine market intuition with intellectual rigor and hold themselves to the highest standard. Our structure is flat: portfolio managers report directly to the CEO, lead their own strategy development, and share directly in the performance they generate.
The Opportunity
We are seeking an experienced Portfolio Manager with a demonstrated track record of generating strong risk-adjusted returns through a short-horizon, systematic trading strategy. This is a high-autonomy role reporting directly to the CEO, where your decisions translate immediately into measurable outcomes—and where your compensation reflects the value you create.
You will lead your own strategy development from conception through deployment, manage capital within a disciplined risk framework, and collaborate closely with a team of quantitative researchers and technologists who exist to amplify your performance. There are no approval chains between you and execution; you operate with the latitude and accountability of a principal.
Qualifications
Required:
- Demonstrated experience managing a live proprietary trading strategy with direct responsibility for P&L, risk, and capital allocation.
- Current/live risk-adjusted performance with a Sharpe ratio of 2.0 or higher, supported by a track record that can be discussed in the interview process.
- Experience trading short-horizon strategies, with a typical holding period of less than two weeks and preferably substantially shorter for at least a meaningful portion of the strategy.
- Experience trading U.S. equities and futures through electronic markets. Experience across multiple asset classes is a plus.
- Experience developing and running systematic trading strategies, including the ability to translate a trading thesis into explicit, testable rules and deployable models.
- For candidates with discretionary or hybrid strategies: the strategy must be fully codifiable/systematized. Candidates must be able to clearly articulate how 100% of the strategy's decision-making can be translated into objective rules, models, or algorithms.
- Demonstrated ability to design, back test, evaluate, and continuously improve trading strategies using quantitative performance analysis.
- A verifiable or discussable live track record demonstrating strong risk-adjusted returns, disciplined drawdown management, and consistency across market conditions.
- Strong quantitative and analytical reasoning, including the ability to evaluate strategy performance, risk, capacity, and statistical significance.
- Experience collaborating directly with quantitative researchers, developers, or engineers to translate trading ideas into production systems.
- Ability to operate with a high degree of autonomy and take full ownership of a trading strategy, from research and development through live deployment.
Preferred:
- Experience with alternative data, machine learning, statistical modeling, or other quantitative research techniques.
- Experience scaling a strategy while with meaningful capital, maintaining risk-adjusted performance and managing capacity constraints.
- Strong programming or technical fluency sufficient to work effectively with quantitative researchers and engineers.
- Advanced degree in a quantitative field or equivalent demonstrated quantitative expertise.
Responsibilities
Portfolio Management & Execution
- Manage a dedicated portfolio across assigned asset classes with full P&L accountability
- Execute trades across electronic platforms and exchanges with precision and efficiency
- Maintain real-time oversight of positions, exposures, and performance metrics
Strategy Development
- Design, back test, and implement trading strategies. Candidates with hybrid or discretionary backgrounds must be able to demonstrate that their strategy can be fully codified and transitioned into a systematic framework.
- Continuously refine approaches based on performance attribution, market regime analysis, and evolving data inputs
- Apply quantitative methods and alternative data sources to identify sustainable market opportunities
Risk Management
- Operate within firm-defined risk parameters, including drawdown limits and exposure thresholds
- Proactively manage portfolio risk through position sizing, hedging, and tactical rebalancing
- Communicate risk conditions transparently and escalate concerns promptly
Collaboration & Contribution
- Partner with quantitative researchers and engineers to enhance models, execution quality, and tooling
- Provide actionable feedback on infrastructure, data platforms, and research priorities
- Contribute to a culture of intellectual rigor, knowledge sharing, and continuous improvement
What We Offer
- Competitive compensation & benefits — A highly competitive annual base salary up to $250,000 and comprehensive benefits package, complemented by a performance-driven structure that ties directly to the returns you generate. Upside participation is meaningful and uncapped—when you produce, you share in the results
- Flat organizational structure — Direct, ongoing access to the CEO and senior leadership with no intervening management layers. Decisions move fast because the people making them are in the room with you
- Full strategic latitude — Ownership of your strategy lifecycle from research and development through live deployment. You lead the direction; the firm invests the resources to support your execution
- State-of-the-art technology — Latency-sensitive execution systems, proprietary data pipelines, custom-built backtesting environments, and machine learning platforms—all engineered to give you an edge
- Elite team — Quantitative researchers and technologists dedicated to enhancing your models, sharpening your execution, and expanding your capabilities
- Career growth without ceilings — Scale your mandate, expand into new asset classes, and increase your influence within a firm that rewards contribution over tenure
We welcome inquiries from experienced portfolio managers ready to take ownership of meaningful capital in a high-performance environment.
Note: Scout Group partners with approved recruiting agencies only. Recruiters and agencies should not submit resumes unless specifically authorized by the HR team. Unsolicited resumes will not create an obligation for Scout Group to pay placement fees.