Portfolio Manager

Company: Geode Capital Management
Location: Boston, MA
Posted on: August 5, 2016

Job Description:

Duties: Serve as Cross-Asset Class Volatility Portfolio Manager.

Primary Responsibilities

• Develop relative value volatility trade strategies across equities,

FX, rates, credit and commodities.

• Develop analytical tools and risk/performance reporting.

• Manage the volatility arbitrage and tail hedge sleeves of the

portfolios.

• Generate ideas and themes across multiple tenors to capture risk

premium through the use of derivatives.

• Work with the IT Group to deploy trade strategy and accompanying

tools into production within the firm’s trading infrastructure.

Requirements:

Master’s degree (or foreign education equivalent) in Mathematics, Financial

Engineering, Computational Finance, Physics or a closely related field and

three (3) years of experience in the job offered or three (3) years of

experience in portfolio management. Candidate must also possess:

Demonstrated Expertise (“DE”) performing sell-side derivatives trading; and

implementing and executing equity derivatives trading strategies in sell-

side environments; DE modeling equity derivatives pricing using Excel and

VBA; and modeling using Matlab; DE performing structuring/pricing of

derivative structures including: barrier options, variance swaps,

volatility swaps, and VIX futures/options; DE evaluating trading

opportunities based on supply/demand flow analysis among main market

participants, including pensions, endowments, foundations, asset managers,

banks, long/short hedge funds, macro hedge funds, and relative value hedge

funds.

To apply for this position, please send an email containing cover letter

and resume to careers@geodecapital.com. Please include Portfolio Manager -

Cross-Asset Class Volatility in subject line.

Keywords: Geode Capital Management, Boston , Portfolio Manager, Finance , Boston, MA, Massachusetts