J K Barnes
Overview
We are seeking an experienced Discretionary Macro Rates Portfolio Manager to run a standalone book within a family office platform. The ideal candidate brings a robust, repeatable discretionary process across global rates markets, disciplined risk management, and a multi-year audited track record of delivering risk-adjusted returns. Base pay range
$250,000.00/yr - $300,000.00/yr Key Responsibilities
Alpha Generation:
Develop and express discretionary macro views across rates, term structure, and policy cycles; originate both directional and relative-value ideas. Portfolio Construction:
Size and structure trades with clear thesis, catalysts, timeframes, carry/roll analysis, and scenario mapping. Execution & Trade Management:
Execute across futures, swaps, options, and related instruments; actively manage entries/exits, hedges, and correlation/drawdown. Risk Management:
Maintain strict adherence to platform risk parameters (e.g., DV01, VaR, gross/net, leverage, stop-loss, and max drawdown); proactively de-risk around events. Research & Macro Work:
Synthesize central-bank policy, inflation dynamics, growth data, supply/technicals, and positioning flows; leverage street research while maintaining independent views. Collaboration & Leadership:
Partner with risk, operations, and tech; manage and mentor an analyst/assistant trader as the book scales. Governance & Compliance:
Operate within regulatory and internal guidelines; maintain immaculate documentation and trade rationales. Profile
7–12+ years trading discretionary macro rates at a top hedge fund, bank principal desk, or asset manager. Multi-year, audited P&L with strong risk discipline (e.g., positive returns through diverse regimes; controlled max drawdowns; Sharpe/RAR >1.5). Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Industries
Financial Services, Investment Management, and Investment Banking
#J-18808-Ljbffr
We are seeking an experienced Discretionary Macro Rates Portfolio Manager to run a standalone book within a family office platform. The ideal candidate brings a robust, repeatable discretionary process across global rates markets, disciplined risk management, and a multi-year audited track record of delivering risk-adjusted returns. Base pay range
$250,000.00/yr - $300,000.00/yr Key Responsibilities
Alpha Generation:
Develop and express discretionary macro views across rates, term structure, and policy cycles; originate both directional and relative-value ideas. Portfolio Construction:
Size and structure trades with clear thesis, catalysts, timeframes, carry/roll analysis, and scenario mapping. Execution & Trade Management:
Execute across futures, swaps, options, and related instruments; actively manage entries/exits, hedges, and correlation/drawdown. Risk Management:
Maintain strict adherence to platform risk parameters (e.g., DV01, VaR, gross/net, leverage, stop-loss, and max drawdown); proactively de-risk around events. Research & Macro Work:
Synthesize central-bank policy, inflation dynamics, growth data, supply/technicals, and positioning flows; leverage street research while maintaining independent views. Collaboration & Leadership:
Partner with risk, operations, and tech; manage and mentor an analyst/assistant trader as the book scales. Governance & Compliance:
Operate within regulatory and internal guidelines; maintain immaculate documentation and trade rationales. Profile
7–12+ years trading discretionary macro rates at a top hedge fund, bank principal desk, or asset manager. Multi-year, audited P&L with strong risk discipline (e.g., positive returns through diverse regimes; controlled max drawdowns; Sharpe/RAR >1.5). Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Industries
Financial Services, Investment Management, and Investment Banking
#J-18808-Ljbffr