Portfolio Manager (Rates/RV)

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