Sub-Portfolio Manager

Bridgeport, CT Area Jobs   Bridgeport, CT   Full-time     Engineering
Posted on May 21, 2023

Verition Group LLC seeks a Sub-Portfolio Manager in Greenwich, CT to ID trading opportunities, trade interest rate portfolios & create daily reports on market & trade activity. Requires Master's in Finance or related + 2 years' experience applying Python & advanced VBA programming using object-oriented & scripting lang; utilizing SABR, Black Scholes options models, implied volatilities' fair value models & realized volatilities' spike alerting signals to ID trading opportunities; & applying rates trading strategies to realize P&L & Sharpe ratio targets. Partial telecommuting permitted, 6 days per month in the office required.

Feel free to mail CV to Jenna Tufano, Verition Group LLC, Attn: SPM, 1 American Lane, Greenwich, CT 06831.