Job Responsibilities:
The Vice President will play a critical role in overseeing the firm's Cross Capital Structure investment strategy. Key responsibilities include, but are not limited to:
- Portfolio Management: Implement the investment process and execute trades to achieve high risk-adjusted returns.
- Strategy Development: Work closely with the CIOs and the risk and portfolio construction team to standardized procedures and methodologies for the investment process.
- Risk Management: Identify, assess, and manage risks, ensuring that the firm's risk models accurately capture the portfolio’s inherent risks.
- Counterparty Interaction: Build and maintain relationships with credit, credit derivative, and equity volatility trading desks to gather and filter their cross-asset and macro research and ideas, enhancing our internal investment process Performance Monitoring and Communication: Provide daily updates and participate in weekly meetings to discuss the strategy’s developments and risk profile with the CIOs.
- Continuous Enhancement: Collaborate with technology and operations teams to develop tools and applications that will enable the portfolio to scale in terms of positions and capital managed.
- Investment Mandate Expansion: Assist in broadening the investment mandate to include a larger presence in macro markets, investment grade and high yield credit, CDS and CDX, and equity derivative trading.
Required Qualifications, Capabilities and Skills:
- A degree in Engineering, Mathematics, Computer Science, Physics, or a related quantitative field.
- A minimum of 8 years of experience in financial markets, with a strong emphasis on derivative trading across both index and single name instruments.
- Proven ability to understand and manage complex investment products.
- Exceptional quantitative and analytical skills.
- Proficiency in Python and familiarity with statistical methods are advantageous.
- Knowledge of Tableau for data visualization and analysis is a plus but not required.
- Meticulous attention to detail and a strong commitment to a disciplined investment process.
- Outstanding communication skills for effective internal and external engagement.
- Highly collaborative and adaptable in a dynamic environment.
- Entrepreneurial spirit, with energy, intellectual curiosity, and dedication.