A global macro fund is hiring a cross-asset volatility Portfolio Manager as part of its Dubai build-out. This is a standalone alpha mandate: the objective is decorrelated PNL against the fund's existing strategies, not portfolio hedging.

The seat suits PMs who think in probabilities, identify market mispricings, and express macro views through options, with trade structuring as a core source of edge.

Responsibilities

• Run a cross-asset volatility book focused on high-convexity, high-payout trades
• Identify mispriced probabilities and express macro views through options, or whichever implementation offers better expected return
• Use trade structuring as a source of alpha in its own right
• Build your own scanners and screening tools, pricing large numbers of binary options daily to surface opportunities
• Deliver a decorrelated return profile; lumpy PNL is acceptable provided expected returns are positive and attract...