Systematic Sub Portfolio Manager - Option Volatility (Non-Equity) Systematic Sub Portfolio Manager - Option  …

Paragon Executive
in New York, NY
Permanent, Full time
Last application, 20 Oct 20
($150K-$200K) + Bonus'
Paragon Executive
in New York, NY
Permanent, Full time
Last application, 20 Oct 20
($150K-$200K) + Bonus'
Searching for an experienced quantitative analyst or sub portfolio manager specializing in systematic option volatility strategies who will work alongside a very talented Portfolio Manager for a well established and highly successful blue-chip hedge fund (20+ Bn AUM). This candidate can be based in Geneva, London, Paris or New York.

Responsibilities include:

  • Quantitative research and trading on volatility option trading strategies derived through statistical and machine learning driven analysis
  • Designing & developing own high performance quant trading volatility strategies 
  • Working closely with a very successful Portfolio Manager
  • As a sub PM or senior analyst you will have full exposure to the full investment process across idea generation, research, quant modelling, coding and risk management

Requirements:

  • Min 2 years experience designing & developing Systematic Volatility strategies at a hedge fund or investment bank
  • Expertise modelling, pricing and developing investment strategies that trade options and other volatility derivatives
  • Experience with options pricing principals, stochastic volatility models and implied volatility prediction
  • Highly proficient in one of the following coding languages: Python, R or C++
  • The ability to mentor and coach a team
  • Excellent analytical skills

 

This is a very unique and exciting opportunity to join one of the World's leading hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, including strong sign on and guaranteed bonuses. It is also well regarded for its strong training and collaborative bases culture.

 

To discuss this opportunity in full please get in touch or forward your resume to:

Elaine Bunyan - ebunyan@paragonexecutive.com

Please note: Due to the large number of applicants, only candidates that match the relevant criteria will be contacted.

www.paragonexecutive.com

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