Job Opening: Portfolio Manager

The Portfolio Manager (multiple openings) at MPG Operations LLC in New York, NY will analyze data and apply mathematical techniques to build and write analytics necessary to implement a relative-value trading strategy that focuses on interest-rate options. Identify opportunities, implement trading strategies, and risk-manage a portfolio using mathematical approaches. Program statistical and data-driven models using trading and product knowledge for a broad array of options markets. Collaborate with Senior Portfolio Managers on ongoing investment and risk management decisions for the broader portfolio. Assist in the extension of relative value framework into a more extensive set of instruments, including cross asset volatility and swaps. Build infrastructure required for interest rate volatility investing, including implementation of a stochastic volatility SABR model. Salary: $150,000 - $200,000 per year.Minimum Requirements: Requires a Bachelor's degree in Mathematics, Finance, or a related field, plus one year in a professional occupation managing a portfolio of derivatives with investment banks. Must include one year of experience with each of the following: (1) trade interest rate, equity, and foreign exchange (FX) derivatives; (2) analyze financial data; (3) make investment decisions; (4) discretionary execution of bilateral, over-the-counter derivatives with investment banks; (5) build trading and investment infrastructure using statistics and programming; (6) maintain and calibrate interest rate derivatives models; (7) build and maintain back-testing tools, utilizing Python based code; and (8) develop machine-learning classification models.To apply please send resume to recruiting@mlp.com and reference job code "0078" when applying.#LI-NDI #LI-DNI #LI-DNP

Minimum Salary: 150,000 Maximum Salary: 200,000 Salary Unit: Yearly