Fixed Income Derivative Portfolio Manager

Fixed Income Derivative Portfolio Manager

The position is focused on managing fixed income derivative strategies within a larger portfolio. The candidate is expected to bring deep technical expertise in derivatives, risk management, and trading strategies.

Key Responsibilities

• Portfolio Management: Oversee derivative positions tied to fixed income assets, ensuring optimal risk-return outcomes.

• Strategy Development: Design and implement hedging and alpha-generating derivative strategies.

• Risk Oversight: Monitor exposures, stress testing, and scenario analysis across multiple market environments.

• Trading Execution: Lead execution of trades across swaps, futures, options, and structured derivatives.

• Research & Analytics: Develop models to support pricing, valuation, and risk forecasting.

• Stakeholder Collaboration: Partner with portfolio managers, traders, analysts, and risk teams to align derivative activities with firm-wide objectives.

Required Skills & Experience

• Deep knowledge of fixed income markets (rates, credit, securitized products).

• Expertise in derivative products: interest rate swaps, credit default swaps, options, futures, swaptions, structured notes.

• Quantitative skills: strong background in math, statistics, and financial modeling.

• Technology fluency: Bloomberg, Python/R/Matlab, Excel VBA; familiarity with risk systems.

• Professional background:

  • 7–10+ years in asset management, hedge funds, investment banking, or insurance.

  • Proven track record in managing derivative portfolios.

  • Experience working within regulatory frameworks.

Candidate Profile

• Education: Advanced degree in Finance, Economics, Mathematics, or related field (MBA, CFA, or PhD preferred).

• Mindset: Strategic thinker with strong execution skills. Ability to translate complex derivative structures into actionable portfolio strategies.

• Leadership: Able to influence across functions, guide junior analysts, and act as a thought leader.

Why This Role Matters

This role sits at the intersection of trading, risk management, and strategy, making it critical for optimizing portfolio performance. The right candidate will balance alpha generation with prudent risk oversight, especially in volatile rate and credit environments.