Platinum & Partners is working with a leading systematic hedge fund seeking a Portfolio Manager to run a dedicated volatility and options book. The fund is adding derivatives-based alpha that diversifies its existing equity and futures strategies.
The opportunity
- Run a systematic options/volatility book with full P&L ownership
- Initial risk allocation sized to track record, with a clear path to scale
- Access to full options chains, intraday surfaces and execution across listed equity index, single-stock and futures options
- Quant research and engineering support; scope to hire
What is required
- 3+ years of verified, attributable live P&L in systematic or semi-systematic options/volatility strategies
- Strategy focus: volatility risk premium, dispersion/correlation, term-structure and skew RV, event vol or cross-asset vol
- Strong Greeks, tail-risk and liquidity management; drawdown discipline through stress periods
- Sharpe of 1.5+ with documented behaviour in vol spikes
- Python / C++ and experience building vol surface and pricing tools
What this is not
- A sell-side flow or market-making seat
- A seat for candidates with backtests only
Please only apply if you have suitable experience.