A top-tier hedge fund is looking to expand its footprint in Asia. They are looking for a high-calibre Rates sub-Portfolio Manager to run meaningful risk across discretionary or systematic rates strategies on Asia-Pacific markets, working directly alongside the Senior Asia Macro PM to contribute to the Asia build-out.
Responsibilities:
- Run a dedicated Asia rates sub-book with full discretion on curve trades, carry, roll-down, relative value, and directional bets.
- Generate alpha from high-conviction discretionary and semi-systematic macro trades with primary focus on Asia-Pacific rates and rates-related products.
- Trade the full Asia rates toolkit: cash bonds, IRS, futures, cross-currency basis, inflation-linked, swaptions/Bermudans, and basis packages.
- Conduct research on rates i.e., fiscal dynamics, rates volatility, cross-market correlations.
- Take day-to-day risk ownership for your sleeve with full discretion on sizing, entries, exits, and hedging.
- Collaborate closely with the Lead Asia Macro PM on pod-level views, scenario planning, and risk allocation
- Identify opportunities unique to Asian markets and build relationships with local counterparties, brokers, and regulators.
Skills and Qualifications:
- 5+ years experience running risk at a hedge fund, investment bank, or proprietary trading firm.
- Strong expertise in rates instruments and RV frameworks, with demonstrable track record running risk in Asia rates with consistent positive PNL.
- Deep understanding of Asian markets and global macroeconomic drivers.
- Proficiency in risk management frameworks and portfolio construction.
- Strong quantitative and analytical skills; familiarity with Python, R, or other analytical tools is a plus.
- Excellent communication and leadership skills, with the ability to collaborate across global teams.
- Bachelor's/Master's/PhD in Finance, Mathematics, or related field from a top university.
