Cross Asset Volatility SPM

The Cross-Asset Volatility SPM will run an independent portfolio, with the mandate to develop and execute volatility strategies across equities, rates, FX, and commodities. This senior role requires an established track record of risk-taking, deep expertise in volatility surfaces and derivatives, and the ability to scale capital within a robust risk management framework.

Key responsibilities

• Manage a cross-asset volatility portfolio across equities, rates, FX, and commodities.
• Develop and execute relative value, directional, and volatility arbitrage strategies.
• Price, structure, and trade complex derivatives across asset classes.
• Monitor and model volatility surfaces, skew, and term structure dynamics.
• Manage risk exposures, ensuring alignment with firm-wide capital and drawdown limits.
• Collaborate with quant researchers, data scientists, and risk teams to refine models and infrastructure.
• Generate insights on macro and cross-asset themes that drive volatility opportunities.

Ideal profile

• Multi-year track record of profitability managing cross-asset or single-asset vol strategies at a hedge fund, prop desk, or leading bank.
• Deep expertise in derivatives pricing, options markets, and volatility modeling.
• Experience trading across multiple asset classes (equities, FX, rates, commodities).
• Strong quantitative and programming skills (Python, C++, R, or similar).
• Solid risk management discipline and ability to scale risk effectively.
• Advanced degree in Mathematics, Financial Engineering, Physics, or related quantitative field.

What’s on offer

• Opportunity to run significant capital at a globally top-performing hedge fund.
• Best-in-class technology, data, and execution infrastructure.
• Competitive compensation with substantial performance-based upside.
• Platform to scale a cross-asset volatility franchise in a collaborative environment.

Senior seat in a global volatility team, with exposure to multiple asset classes and strategies.