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:

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

Qualifications:

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