Quantitative Volatility Portfolio Manager
Permanent
Portfolio Management
London, New York, Hong Kong, Singapore
This role is with one of the largest and most prestigious hedge funds globally, known for its innovative and data-driven investment strategies. With access to vast proprietary data, cutting-edge technology, and robust research capabilities, the firm provides its Portfolio Managers with the tools and resources necessary to achieve exceptional performance.
The Quantitative Volatility Portfolio Manager will design, implement, and manage systematic trading strategies focused on volatility across asset classes such as equities, fixed income, FX, and commodities. This role requires expertise in volatility modeling, risk management, and alpha generation, coupled with a proven track record of success in systematic trading.
Key Responsibilities:
- Develop and execute quantitative strategies focused on volatility trading across global markets.
- Utilize advanced mathematical and statistical methods to build predictive models for volatility forecasting and risk assessment.
- Research and identify inefficiencies and opportunities in volatility markets using proprietary data and cutting-edge tools.
- Actively manage a portfolio of volatility-based strategies, ensuring optimal risk-adjusted returns.
- Collaborate with the firm’s research, data science, and engineering teams to refine and optimize trading infrastructure and strategy execution.
- Monitor market conditions and adapt strategies to ensure robustness and scalability in a dynamic environment.
- Stay informed on macroeconomic trends, market volatility patterns, and emerging opportunities across asset classes.
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