Interest Rates Volatility & Derivatives Strategist - London
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Added before 3 Days
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
We are exclusively partnering with a high-performing boutique macro pod at a London-based multi-strategy hedge fund to hire a Rates Volatility & Derivatives Strategist. The role sits directly alongside Portfolio Managers, with clear ownership across idea generation, risk framing, and portfolio construction.
The Role
*Lead coverage of developed market rates with a core focus on volatility and options, spanning cash, futures, swaps, swaptions, caps/floors, and curve vol
*Generate actionable rates volatility trade ideas, including relative value, curve and surface dislocations, carry/roll, and event-driven convexity opportunities
*Analyse and structure trades around optionality, convexity, and tail risk, with clear articulation of P&L drivers and risk profiles
*Identify macro catalysts for rates volatility, including central bank policy, inflation dynamics, supply/demand, and positioning
*Build and maintain volatility and options monitoring tools, tracking surface dynamics, skew, term structure, and cross-market relationships
*Monitor positioning, flows, and technicals using internal analytics and external research to anticipate volatility regimes
*Actively contribute to risk management, hedging discussions, and portfolio construction, working closely with PMs on trade sizing and implementation
The Profile
*5+ years’ experience in developed market rates strategy, rates volatility, macro research, or a closely related role
*Strong hands-on experience with rates options and volatility products is essential (swaptions, caps/floors, curve and spread vol)
*Deep understanding of rates volatility dynamics, optionality, convexity, and cross-market risk transmission
*Demonstrated ability to translate complex macro and vol analysis into clear, tradeable ideas
*Strong communicator, comfortable operating in a PM-driven, risk-focused environment
This role represents a compelling next step for a rates volatility strategist or derivatives-focused macro analyst seeking closer alignment with Portfolio Managers and direct influence over investment outcomes within a high-quality hedge fund platform.
To apply, please send your CV to:
mailto:
The Role
*Lead coverage of developed market rates with a core focus on volatility and options, spanning cash, futures, swaps, swaptions, caps/floors, and curve vol
*Generate actionable rates volatility trade ideas, including relative value, curve and surface dislocations, carry/roll, and event-driven convexity opportunities
*Analyse and structure trades around optionality, convexity, and tail risk, with clear articulation of P&L drivers and risk profiles
*Identify macro catalysts for rates volatility, including central bank policy, inflation dynamics, supply/demand, and positioning
*Build and maintain volatility and options monitoring tools, tracking surface dynamics, skew, term structure, and cross-market relationships
*Monitor positioning, flows, and technicals using internal analytics and external research to anticipate volatility regimes
*Actively contribute to risk management, hedging discussions, and portfolio construction, working closely with PMs on trade sizing and implementation
The Profile
*5+ years’ experience in developed market rates strategy, rates volatility, macro research, or a closely related role
*Strong hands-on experience with rates options and volatility products is essential (swaptions, caps/floors, curve and spread vol)
*Deep understanding of rates volatility dynamics, optionality, convexity, and cross-market risk transmission
*Demonstrated ability to translate complex macro and vol analysis into clear, tradeable ideas
*Strong communicator, comfortable operating in a PM-driven, risk-focused environment
This role represents a compelling next step for a rates volatility strategist or derivatives-focused macro analyst seeking closer alignment with Portfolio Managers and direct influence over investment outcomes within a high-quality hedge fund platform.
To apply, please send your CV to:
mailto:
Job number 3455129
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