A Tier 1 Multi-Strategy Hedge Fund is seeking a Rates Volatility Sub-Portfolio Manager to develop and execute rates volatility trading strategies within a collaborative, research-driven environment. This role offers access to deep capital, cutting-edge technology, and a team of elite quantitative and discretionary traders.
Key Responsibilities:
- Design and manage volatility-driven trading strategies across global interest rate markets.
- Trade and optimize positions in swaptions, caps/floors, government bond options, and other interest rate derivatives.
- Collaborate with quants and risk teams to enhance strategy development and risk-adjusted returns.
- Leverage proprietary models, market data, and macro insights to identify inefficiencies.
- Manage and scale a risk-appropriate book within a multi-strategy framework.
Requirements:
- Proven track record trading rates volatility within a hedge fund, prop trading firm, or bank.
- Deep understanding of rates options, volatility surfaces, and term structure dynamics.
- Strong quantitative and programming skills (Python, C++, R) preferred.
- Ability to work in a fast-paced, capital-constrained multi-strategy environment.
- Strong risk management and capital allocation discipline.
Why Join?
- Industry-leading compensation and performance-based upside.
- Work alongside top-tier portfolio managers in a world-class hedge fund.
- Access to significant capital, proprietary research, and top-tier execution infrastructure.
This is a unique opportunity to trade rates volatility at a global multi-strat fund with significant capital backing. If you have a strong P&L track record and want to scale your strategies, apply now!
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