Portfolio Manager (Rates/RV)
hedge fundfamily officeGlens Falls (NY)
Portfolio Manager (Rates/RV)
Posted 3 days ago
hedge fundfamily officeGlens Falls (NY)
SENIORITY
Manager
About the role
Multi-billion dollar reputable investment manager in NYC seeks Portfolio Manager
About Us:
- We are a performance-driven hedge fund focused on relative value, event driven and systematic strategies across global equities and fixed income markets.
- Our investment process combines deep market expertise with advanced data analytics and systematic, RV models to identify and capture persistent inefficiencies.
- We are seeking a highly skilled tracked
- Portfolio Manager
with specialized experience in
Rates Relative Value
trading and a strong foundation in
systematic strategies development,
PM or
'sub PM' with a statistically measurable alpha in their strategy (rather than macro/fundamental).
Role Overview:
Will be responsible for researching, developing, and executing relative value strategies within global interest rate markets, leveraging models, data-driven signals, and systematic frameworks. You will collaborate with technology and risk teams to continuously improve alpha models, execution efficiency, and portfolio construction.
Key Responsibilities:
Design and implement non directional, systematic relative value strategies in government bonds, interest rate swaps, futures, and related derivatives.
Analyze and exploit dislocations across yield curves, spread products, and cross-country basis using statistical, technical, and flow-based models.
Collaborate with quant researchers and technologists to enhance strategy signal generation, backtesting frameworks, and risk models.
Oversee daily P&L, exposure, and performance attribution of the rates RV portfolio, with disciplined risk management.
Maintain in-depth understanding of market structure, liquidity conditions, and regulatory impacts on rates trading.
Expected Qualifications:
- Strong experience in a buy-side or sell-side role focused on systematic trading of global rates.
- Proven track record of alpha generation in relative value strategies, particularly using quantitative and data-driven approaches.
- Strong knowledge of curve dynamics, spreads, basis trading, and rate derivatives.
- Proficiency in Python, R, or other programming languages used for modeling, data analysis, and backtesting.
- Experience working with large-scale market datasets, including historical pricing, order book data, and macroeconomic releases.
- Bachelor’s degree in a quantitative field such as Engineering, Computer Science, Mathematics, Physics, or Finance (Advanced degree or CFA a plus).
- Experience with research and implementation of systematic signals
- Familiarity with portfolio optimization techniques and quantitative risk models.
- Ability to work independently while collaborating closely with quant, tech, and execution teams.
What We Offer:
- Competitive base salary and performance-based bonus structure.
- Opportunity to manage institutional capital in a sophisticated and technology-enabled environment.
- Access to proprietary research infrastructure, data feeds, and advanced analytics tools.
- Culture of innovation, collaboration, and continuous improvement.
- Please contact us for confidential consideration and additional information
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