Position Overview:
Our client, a top-tier hedge fund, is expanding its investment capabilities in systematic volatility strategies. We are seeking a highly experienced Systematic Portfolio Manager to lead the development, implementation, and management of volatility-focused portfolios. This role demands deep expertise in volatility modeling, derivatives pricing, and quantitative research, alongside strong leadership skills to guide a team of quants and traders.
The successful candidate will play a critical role in driving alpha through innovative, data-driven approaches to volatility trading across global markets and asset classes.
Key Responsibilities:
* Design and implement systematic volatility trading strategies using advanced statistical, econometric, and machine learning techniques across equities, fixed income, and derivatives markets.
* Lead and mentor a high-performing team of quantitative researchers and traders; foster a collaborative environment focused on model innovation and execution excellence.
* Manage daily trading, execution, and risk oversight of volatility portfolios, with a focus on optimizing Sharpe ratio, minimizing drawdowns, and controlling tail risk.
* Leverage large-scale market data, alternative data, and proprietary signals to forecast volatility regimes and exploit market inefficiencies.
* Develop and implement robust risk management protocols, including scenario analysis, stress testing, and real-time portfolio analytics tailored to volatility exposures.
* Stay ahead of market structure changes, macroeconomic influences, and regulatory developments to ensure the firm maintains a competitive edge in volatility strategies.
* Articulate performance drivers, risk metrics, and strategy attribution to senior leadership and external stakeholders with clarity and precision.
1. Key Qualifications:
* Advanced degree (Master’s or PhD) in a quantitative discipline (e.g., Mathematics, Physics, Statistics, Computer Science, Financial Engineering).
* Minimum 7 years of experience in systematic volatility trading, quantitative research, or portfolio management at a hedge fund or institutional asset manager.
* Demonstrated success in building and managing alpha-generating volatility strategies across asset classes.
* Strong leadership capabilities with experience managing quantitative teams and collaborating across functions (e.g., trading, data, engineering).
* Deep knowledge of volatility products (options, VIX, variance swaps, etc.), derivatives pricing, and dynamic hedging techniques.
* Proficiency in Python, C++, R, or similar programming languages used for quantitative research and strategy development.