Fixed Income RV Portfolio Strategist

2 weeks ago


Singapur, Singapore Caxton Associates Full time

Caxton Associates is a global trading and investment firm seeking an experienced Fixed Income RV Portfolio Strategist to manage a significant capital allocation and oversee 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. They will also possess a minimum of 5 years of experience in portfolio management, preferably within a hedge fund.

The successful candidate will be responsible for:

  • Independently managing a significant capital allocation by creating, executing, and monitoring a Fixed Income RV strategy.
  • 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.
  • Conducting 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.
  • Implementing stringent risk management, actively assessing the merits of all positions and investment theses.
  • Collaborating effectively within a global team environment, learning from and adding value to collective insights and expertise.
  • Ensuring strict compliance with all industry rules, regulations, and internal company policies.

The successful candidate will be a key member of the Caxton Associates team, working closely with other professionals to generate alpha within their mandate. If you're an experienced portfolio manager with a passion for collaboration and a keen interest in financial markets, we'd love to connect with you.



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