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 Relative Value expressions in European rates space
Domain
Fixed income, liquid alternatives, European government bonds, interest rates, derivatives
Required skills
macroeconomic analysis, quantitative analysis, bottom-up strategy construction, relative value analysis, trade execution, sell-side relationship management
Preferred skills
DM and EM market knowledge, independent risk capital management
Technologies
empirical investment models
Responsibilities
Generate multi-asset investment ideas in liquid European rates space; Construct bottom-up rates/derivatives Relative Value expressions; Provide market color and insight to other portfolio managers; Execute trades for other portfolio managers; Manage an independent allocation of risk capital within the liquid alternatives business; Contribute to the wider team's portfolio and process
Seniority
Senior, hands-on IC