Portfolio Manager

Responsibilities

• Formulate and implement models and strategies in the financial markets specifically dealing with Foreign Exchange, Interest Rate Securities, Options, Bonds, and other derivatives.

• Develop infrastructure and systems to define data requirements, gather and validate information, and analyze strength and weakness of securities based on in depth knowledge of the financial markets, geo-political relationships, central bank requirements, and other macro-economic influencers.

• Analyze trade efficiency and optimize individual business on a cost-adjusted basis.

• Perform and apply optimal liquidity research and execution.

• Generate trade ideas based on above analysis with a combination of historical experience.

• Actively monitor trading investments and limits on a day-to-day basis.

• Execute a hiring process that helps optimize individual and team performance.

• Ensure compliance with investor disclosures, privacy laws, anti-money laundering requirements, and anti-fraud measures.

• Generate high quality risk-adjusted returns by deploying an allocated amount of firm capital.

Qualifications:

• Master's degree in Finance, Mathematics, Operations Research, or related quantitative field.

• 5years of portfolio management experience, with at least 3 years of experience managing a Macro / Interest Rate / FX investment strategy.

• Experience operating and succeeding in a trading environment and managing a team of investment professionals.
• Experience conducting independent research into market trends and activity across global cross-currency markets.

• Strong analytical, mathematical, risk management and portfolio management skills applied to:

1. Daily monitoring of multiple positions across sectors;
2. Analyzing Sharpe ratio and draw-down; and
3. Building financial models, including revenue and earnings projection models, merger andacquisition models, leveraged buyout models, and risk arbitrage models.

• Strong verbal and written communication skills to facilitate regular interactions with company management, industry experts, sell-side brokers, third party data suppliers, and buy-side investors.