Fixed Income RV Portfolio Strategist
14 hours ago
Caxton Associates is a leading global trading and investment firm with offices worldwide. Our primary business is to manage client and proprietary capital through various liquid global hedge fund disciplines.
We are seeking an experienced Portfolio Manager specializing in Fixed Income RV strategies. As a key member of our team, you will be responsible for managing a significant capital allocation and overseeing rigorous risk management across all active positions.
The ideal candidate will have a proven track record in Fixed Income RV, demonstrated by robust investment acumen and a Sharpe Ratio greater than 1.5. A minimum of 5 years of experience in portfolio management, preferably within a hedge fund, is required.
You will be responsible for independently managing a significant capital allocation by creating, executing, and monitoring a Fixed Income RV strategy. This includes constructing portfolios that capitalize on dislocations across global interest rate curves, optimizing the usage of balance sheet and other scarce resources, and tactically expressing views on global duration and curves.
We place a high value on collaboration, promoting regular and ongoing discussions about global macroeconomic trends, geopolitical developments, and the evolution of financial markets. The successful candidate will be able to extract key insights from their investment universe to inform and shape the broader team's perspective and leverage this collective knowledge to generate alpha within their mandate.
The Role:
- Independently manage a significant capital allocation by creating, executing, and monitoring a Fixed Income RV strategy.
- Construct portfolios that capitalize on dislocations across global interest rate curves, optimizing the usage of balance sheet and other scarce resources, and tactically express views on global duration and curves.
- Conduct thorough analysis of interest rate curves, including pricing and valuation factors such as carry, roll, and convexity, forecasting of issuance schedules and market participants' expectations, and screening of the investment universe to identify optimal expressions of investment theses.
- Implement stringent risk management, actively assessing the merits of all positions and investment theses.
- Collaborate effectively within a global team environment, learning from and adding value to collective insights and expertise.
- Ensure strict compliance with all industry rules, regulations, and internal company policies.
Estimated Salary: $250,000 - $500,000 per year
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