Portfolio Manager – Volatility

About the Opportunity

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.

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.

About Company

For more information, apply here or contact Tom on tom@qenexus.com.