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A $26bn hedge fund is seeking an experienced Portfolio Manager to run an Index Volatility Relative Value book. The ideal candidate will have a strong track record of generating uncorrelated returns and managing risk within a defined mandate.
Key Responsibilities
* Independently run and manage a capitalized volatility RV portfolio, focusing on global index options (e.g., SPX, EuroStoxx, Nikkei).
* Identify and exploit relative value dislocations in implied vs realized vol, cross-index dispersion, calendar spreads, skew, and convexity.
* Apply discretionary, quantitative, or hybrid techniques to develop high-conviction, risk-balanced trade ideas.
* Monitor, evaluate, and optimize portfolio performance, drawdowns, and exposure metrics in real-time.
* Collaborate with internal risk, execution, and data teams to maximize strategy efficiency and scalability.
* Ensure full compliance with internal limits, regulatory requirements, and best practices in risk management.
Ideal Candidate Profile
* 7+ years of experience trading index volatility strategies at a leading hedge fund, proprietary trading firm, or investment bank.
* Demonstrated 3+ year track record of consistent, risk-adjusted returns in a volatility RV context.
* Deep expertise in index options markets, including volatility surfaces, term structure, and relative value modeling.
* Strong quantitative skills; Python, R, or MATLAB proficiency preferred.
* Familiarity with electronic execution, volatility analytics, and cross-asset hedging techniques.
* Proven ability to work independently, manage risk responsibly, and contribute positively in a collaborative environment.
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