Description

We are seeking a seasoned Portfolio Manager to manage volatility-focused equity strategies in the Indian market. The ideal candidate will have deep expertise in options trading, volatility modeling, and portfolio construction, with a proven track record of generating alpha through systematic and discretionary approaches.

Responsibilities:

1. Design and manage volatility-based strategies including long/short volatility, dispersion, relative value, and tail-risk hedging.
2. Trade and manage portfolios across NSE-listed options, index derivatives, and single-stock options.
3. Develop and refine models for volatility forecasting, skew analysis, and term structure dynamics.
4. Conduct quantitative research using historical volatility data, macro indicators, and event-driven catalysts.
5. Collaborate with quant teams to integrate machine learning and statistical models into strategy design.
6. Stay updated on SEBI regulations, exchange rule changes, and market structure developments.

Qualifications:

1. Bachelor's/Master's/PhD in Finance, Mathematics, Statistics, Engineering, or related fields.
2. 3+ years of experience in equity derivatives, with a focus on volatility trading in Indian markets.
3. Strong understanding of options pricing models (Black-Scholes, local volatility, stochastic volatility).
4. Proficiency in Python, C++ or other major programming languages.
5. Experience with OMS/EMS platforms and exchange APIs.