Key Responsibilities:
Portfolio Management: Develop, implement, and manage discretionary equity volatility strategies to achieve alpha generation and risk-adjusted returns. Oversee the portfolio construction, position sizing, and risk management processes.
Market Analysis: Conduct comprehensive analysis of equity markets and volatility trends. Utilize quantitative and qualitative methods to identify investment opportunities and assess market risks.
Strategy Development: Design and refine equity volatility trading strategies based on market research, statistical models, and macroeconomic factors. Continuously optimize strategies to adapt to evolving market conditions.
Performance Monitoring: Regularly review and analyze portfolio performance, including attribution analysis, to ensure alignment with investment objectives and risk tolerance.
Risk Management: Implement robust risk management practices to monitor and control portfolio risk exposures. Develop and apply stress-testing and scenario analysis to evaluate potential impacts on the portfolio.
Reporting: Prepare detailed performance reports and presentations for internal stakeholders, including the CIO and investment committee. Communicate portfolio strategies and performance results effectively.
Collaboration: Work closely with other investment professionals, including analysts, traders, and researchers, to integrate insights and enhance portfolio management decisions.
Compliance: Ensure all trading activities and portfolio management practices adhere to regulatory requirements and internal policies. Maintain accurate and up-to-date documentation of trading activities.
Qualifications:
Education: Bachelor's degree in Finance, Economics, Mathematics, or a related field. An advanced degree (e.g., MBA, CFA) or relevant professional certifications is highly desirable.
Experience: Minimum of 5 years of experience managing discretionary equity volatility portfolios within a hedge fund or similar investment environment. Demonstrated success in generating alpha and managing risk in equity volatility strategies.
Skills:
- Deep understanding of equity markets, volatility products (e.g., options, VIX), and quantitative trading strategies.
- Proficiency in financial modeling, data analysis, and statistical techniques.
- Strong analytical and problem-solving skills with the ability to interpret complex data.
- Excellent communication skills, with the ability to present investment ideas and strategies clearly and persuasively.
Technical Proficiency: Familiarity with trading platforms, financial databases, and risk management tools. Proficiency in programming languages such as Python, R, or MATLAB is a plus.
Personal Attributes:
- Strategic Thinker: Ability to develop and execute long-term strategies while adapting to short-term market movements.
- Detail-Oriented: Meticulous in managing portfolio details and risk parameters.
- Resilient: Ability to remain composed under pressure and make informed decisions in volatile market conditions.
- Team Player: Collaborative mindset with the ability to work effectively within a team-oriented environment.
