Rates Volatility Assistant Portfolio Manager
Permanent
Portfolio Management
London, New York, Hong Kong, Singapore
Our client is a leading global hedge fund seeking a Rates Volatility Assistant Portfolio Manager to join its macro platform. This role offers the opportunity to work alongside a senior Portfolio Manager, focusing on interest rate volatility strategies across developed and emerging markets.
Responsibilities
- Support the management of rates volatility portfolios across options, swaptions, and related derivatives.
- Generate and evaluate trade ideas based on macroeconomic, quantitative, and relative value analysis.
- Monitor portfolio risk, exposures, and performance.
- Analyse central bank policy, yield curve dynamics, and volatility market trends.
- Collaborate with traders, researchers, and risk teams to optimise portfolio construction and execution.
Requirements
- Experience in rates volatility trading, macro investing, or fixed income derivatives.
- Strong understanding of interest rate options, swaptions, and volatility products.
- Excellent analytical and quantitative skills.
- Proficiency in Python, Excel, SQL, or other analytical tools.
- Degree in Finance, Economics, Mathematics, Engineering, or a related field.
This is an excellent opportunity to join a high-performing macro team and gain exposure to sophisticated rates volatility strategies within a world-class investment platform.
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