FICC Multi Asset Portfolio Manager
Role:
- Spearhead the development and oversight of multi-asset portfolios-spanning rates, credit, and FX volatility instruments-with a core focus on fixed income. Drive absolute-return strategies while maintaining adherence to risk-adjusted performance benchmarks.
- Design and execute risk parity frameworks to enhance asset allocation, hedging, and leverage strategies across portfolios, ensuring alignment with fund mandates and liquidity requirements.
- Develop proprietary quantitative models to detect market inefficiencies, assess tail risks, and boost alpha generation.
- Lead due diligence processes for new investment opportunities and manage the onboarding of tradable instruments.
Requirements:
- Master's degree in Mathematics, Physics, Economics, Finance, or a related quantitative discipline.
- 8+ years of direct experience in portfolio management or trading across multi-asset fixed income and derivatives, with a demonstrable track record of alpha generation in buy-side or sell-side environments.
- In-depth knowledge of institutional infrastructure, including funding mechanisms, prime brokerage, collateral management, and trading system operations.
- Hands-on experience in at least one of the following asset classes:
- Rates: Developed and emerging market rates and derivatives (e.g., government bonds, linkers, EM quasi-sovereign bonds, futures, IRS).
- FX: G7 and major EM currencies, including spot, forwards, and options.
- Credit: Non-China credit instruments and equity-linked securities such as convertible bonds.
- Volatility Instruments: MBS/CMO, interest rate options, etc.
- Proven expertise in executable hedging tools and strategies, with familiarity in arbitrage and relative value strategies across macro and credit markets. Strong trading and investment performance history.
- Advanced proficiency in quantitative programming (Python, VBA, R, MATLAB) for backtesting, pricing, and risk modeling. Experience with API-driven trading platforms is a plus.
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