Quantitative Volatility Portfolio Manager
Permanent
Portfolio Management
London, New York, Hong Kong, Singapore, Dubai, Geneva
We are hiring a Quantitative Volatility Portfolio Manager to join top-tier global hedge funds and multi-strategy platforms. This role focuses on building and trading systematic volatility strategies across equities, rates, FX, and cross-asset derivatives, with full ownership of research, portfolio construction, and risk management.
Key Responsibilities
- Manage a quantitative volatility portfolio with full PnL responsibility
- Design and deploy systematic volatility and options-based strategies
- Trade volatility, skew, and convexity across asset classes
- Oversee portfolio construction, risk limits, and drawdown management
- Collaborate with researchers and technologists to scale strategies
Requirements
- Proven track record trading quantitative or systematic volatility strategies
- Deep understanding of options pricing, volatility surfaces, and greeks
- Strong quantitative background in statistics or applied mathematics
- Advanced Python (and/or C++) skills
Share
Similar Jobs: