Portfolio Manager
Core
Formulating and constructing investment strategies in liquid European government bond, interest rates, and derivatives markets.
Role type
Senior IC portfolio manager (liquid alternatives)
Builds
Multi-asset investment ideas and bottom-up rates/derivatives relative value expressions
Domain
Fixed income, European government bonds, interest rates, derivatives
Deliverable
production ML models
Required skills
European government bond portfolio management, interest rate derivatives trading, quantitative empirical investment modeling, macroeconomic analysis, bottom-up investment strategy construction
Preferred skills
DM and EM market experience, trade execution, market insight generation
Technologies
Linear and derivative products, empirical investment models
Responsibilities
Combine market knowledge with macroeconomic and quantitative analysis to generate multi-asset investment ideas; Construct bottom-up rates/derivatives Relative Value expressions; Provide market color and insight to other portfolio managers; Execute trades for other portfolio managers within the liquid alternatives business; Manage an independent allocation of risk capital within the liquid alternatives business
Seniority
Senior, hands-on IC
