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Portfolio Manager - Volatility
Qenexus
Dubai, UAE
Full Time
Manager
Onsite
1 weeks ago
Volatility TradingOptions TradingTrade StructuringCross Asset AnalysisRisk ManagementQuantitative Analysis
Free
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Volatility TradingOptions TradingTrade Structuring
About the Role
A global macro fund seeks a cross-asset volatility Portfolio Manager for a standalone alpha mandate in Dubai. The role involves running a high-convexity volatility book, identifying mispriced probabilities, and using trade structuring as a source of edge.
Key Skills for This Role
Volatility TradingOptions TradingTrade StructuringCross Asset AnalysisRisk ManagementQuantitative Analysis
Responsibilities
- Run a cross asset volatility book focused on high convexity, high payout trades.
- Identify mispriced probabilities and express macro views through options.
- Use trade structuring as a source of alpha.
- Build your own scanners and screening tools, pricing large numbers of binary options daily.
- Deliver a decorrelated return profile.
Requirements
- Macro strategist or structuring background at a bank, ideally followed by a successful buy side move with some track record.
- Fluency across vol surfaces, skew, binaries and structured expressions.
- Cross asset breadth preferred; single product specialists considered if curious and adaptable.
- Practical tooling capability; deep quant or programming skills not a strict requirement.
- Comfortable running a long convexity book that is not a tail hedge.
- Willing to be based in Dubai.
Full Job Posting
Overview
- A global macro fund is hiring a cross asset volatility Portfolio Manager as part of its Dubai build out.
- This is a standalone alpha mandate: the objective is decorrelated PNL against the fund's existing strategies, not portfolio hedging.
- The seat suits PMs who think in probabilities, identify market mispricings, and express macro views through options, with trade structuring as a core source of edge.
Responsibilities
- Run a cross asset volatility book focused on high convexity, high payout trades.
- Identify mispriced probabilities and express macro views through options, or whichever implementation offers better expected return.
- Use trade structuring as a source of alpha in its own right.
- Build your own scanners and screening tools, pricing large numbers of binary options daily to surface opportunities.
- Deliver a decorrelated return profile; lumpy PNL is acceptable provided expected returns are positive and attractive.
Requirements
- Macro strategist or structuring background at a bank, ideally followed by a successful buy side move with some track record.
- Fluency across vol surfaces, skew, binaries and structured expressions.
- Cross asset breadth preferred; single product specialists (FX, rates, EQD) considered if curious and adaptable.
- Practical tooling capability; deep quant or programming skills not a strict requirement.
- Comfortable running a long convexity book that is not a tail hedge.
- Willing to be based in Dubai.
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