Position Description

Developed Markets Rates Portfolio Manager
Location Bracebridge Capital, LLC
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Bracebridge Capital is seeking an experienced Portfolio Manager with extensive non-linear rates experience to join the Developed Markets RatesTeam.

Primary Responsibilities:
• Identify relative value opportunities in the US Dollar, Euro, GBP and Yen rates space
• Determine best expression of these trade ideas, whether via cash instruments, swaps, or other derivatives
• Communicate portfolio positions and exposures with respect to quantitative and macroeconomic factors to senior partners and other members of the investment team
• Collaborate with a team of investment and quantitative analysts on continued development of tools used for instrument pricing, trade idea generation and risk management

Qualifications: 
• Extensive investment experience with non-linear interest rate products as part of a team or independently; working knowledge of advanced interest rate models such as SABR, LMM and Stochastic Vol/LMM a plus
• Proven track record of identifying relative value opportunities in the developed markets rates space
• Disciplined approach to managing portfolio risk profile, adjusting hedges and position sizing
• Buy-side experience a plus
• Ability to operate within an absolute return framework
• Well organized, strong work ethic and attention to detail

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