Quantitative Volatility Portfolio Manager Hedge Fund
Permanent
Portfolio Management
London, New York, Hong Kong, Singapore, Dubai, Abu Dhabi
A top-performing global hedge fund is seeking a Quantitative Volatility Portfolio Manager to lead and manage systematic or hybrid strategies across equity, index, or cross-asset volatility markets. This is a rare opportunity to join a high-conviction, performance-driven platform with access to significant internal capital, world-class infrastructure, and global trading capabilities.
The ideal candidate will have a proven track record of PnL generation in volatility-focused strategies such as vol arbitrage, dispersion, skew/smile trading, or relative value, and bring deep expertise in options pricing models, volatility surface modeling, and risk management. Strong programming skills (Python, C++, or similar), along with experience in a hedge fund, proprietary trading firm, or investment bank, are essential.
This role offers flexibility to be based in New York, London, Hong Kong, or Singapore, and provides the resources and autonomy to scale a strategy within a collaborative multi-manager environment. If you are a quant PM looking to grow your book on a global platform, this is the opportunity to take your career to the next level.
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