প্রশ্ন
- অভিজ্ঞতা
- যেকোনো
- বেতন
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- শূন্যপদ
- 1
- পোস্ট করা হয়েছে
- ৫ দিন আগে
- কাজের ধরণ
- অফিসে
- জীবনবৃত্তান্ত
- আবেদন করা আবশ্যক
যেখানে আপনি কাজ করবেন
কাজের বিবরণ
Overview
A global macro fund is expanding in Dubai and is seeking a Portfolio Manager specializing in cross-asset volatility. This role focuses on generating alpha independently from the fund's other strategies, aiming for returns that are uncorrelated to existing portfolio exposures rather than hedging.
Key Responsibilities
- Manage a cross-asset volatility trading book emphasizing trades with high convexity and high payout profiles.
- Detect mispriced probabilities in the market and convey macroeconomic views primarily through options or alternative instruments with superior expected return potential.
- Leverage trade structuring as a primary source of competitive advantage and alpha generation.
- Develop proprietary scanners and screening mechanisms to price a large volume of binary options daily, thereby identifying trading opportunities.
- Achieve a return profile that is decorrelated from the main portfolio; accept irregular profit and loss patterns as long as expected returns remain positive and attractive.
Candidate Requirements
- Experience as a macro strategist or structurer within a banking environment, ideally complemented by a proven track record on the buy-side.
- Expertise across volatility surfaces, skewness, binary options, and complex structured products.
- Broad cross-asset knowledge is preferred; however, specialists focused on FX, rates, or equity derivatives who demonstrate curiosity and adaptability will also be considered.
- Comfortable with practical tooling development; extensive quant or coding expertise is not mandatory.
- Willingness to manage a long-convexity portfolio that is distinct from a tail risk hedge.
- Must be willing to relocate and work from Dubai.