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.
Location: Chicago, IL
Posted: Aug. 25, 2024, 4:12 a.m.
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