Portfolio Manager

Portfolio Manager — Prediction Markets

About Moreton Capital Partners

Moreton Capital Partners (MCP) is a CFTC regulated systematic, technology-first investment manager trading across commodities, alternative markets, and emerging data-rich asset classes. We combine quantitative modelling, agentic AI, and deep domain expertise to build strategies with durable, uncorrelated alpha.

Prediction markets are one of the firm's high-conviction growth areas. We are building a dedicated strategy, partnering and trading on world leading event contract platforms, and are hiring an experienced Portfolio Manager to help lead it.

The Role

This is a senior leadership position for MCP's prediction markets strategy. You will run the investment process end to end: strategy, portfolio construction, risk management, and performance. You will build and lead a global team of traders, and you will work closely with MCP's quant research and engineering functions to develop proprietary models and infrastructure that compound our edge over time.

We are looking for someone who has operated a real book — who understands market microstructure, manages drawdowns with discipline, and knows how to extract consistent expectancy from volatile, event-resolution-driven markets. This is not a research role that touches a portfolio occasionally; you are accountable for P&L.

Key Responsibilities

• Own the prediction markets P&L. Set strategy, manage risk limits, oversee position sizing, and ensure the portfolio operates within defined drawdown and exposure parameters at all times across all traders.
• Lead the full investment process: idea generation, model validation, live execution, post-trade analysis, and systematic improvement cycles.
• Build and manage a team of traders and analysts. Set research priorities, review work rigorously, and develop talent.
• Define and evolve MCP's edge across strategy types: market making, cross-platform arbitrage, event-driven momentum, statistical modelling on correlated contracts, and alternative data signal development.
• Work with engineering to spec and prioritise infrastructure: execution systems, data pipelines, monitoring tools, and low-latency order management.
• Contribute to investor reporting and, where relevant, capital raising — articulating the strategy's edge, risk profile, and performance clearly to institutional audiences.

Requirements

• Significant experience managing a live quantitative or event-driven trading portfolio with genuine P&L accountability — not just advisory or model-development roles.

• Demonstrated edge in prediction markets, binary event trading, options, or closely related event-resolution domains.

• Strong quantitative foundation: probability, Bayesian inference, statistical modelling, and portfolio construction.