Location: Zug, Geneva, LondonDepartment: Investment ProfessionalsExperience Level: Experience ProfessionalsContact: Vikram NarwalJob ID: REQ8372OverviewBalyasny Asset Management (BAM) is seeking a highly sophisticated, buy-side-proven Options Strategist to join a macro portfolio management team based in Switzerland.ResponsibilitiesTrade Execution: Partner directly with the Portfolio Manager to translate high-conviction macro, commodity, and equity views into highly efficient options and derivatives structures.
If you want to know about the requirements for this role, read on for all the relevant information.
Experience executing sector baskets & determining optimal trade structures (e.g., spreads, outrights) to maximize capital efficiency and convexity.Greeks Optimization: Systematically monitor and manage the portfolio's options-specific risks, with a rigorous focus on theta bleed/decay, volatility surface dynamics, and trade timing.Downside & Tail-Hedging: Design, implement, and run robust tail-hedging and downside-protection frameworks.
Ensure the portfolio is structurally insulated against tail risk, correlation breakdowns, and extreme market shocks.Portfolio Construction: Proactively identify and monitor "blind spots" within the book, including hidden factor exposures, correlation breakdowns under stress, and liquidity gaps across various market regimes.Drawdown Management: Formulate and manage drawdown mitigation processes, ensuring the net directionality of the book is dynamically adjusted and protected during periods of heightened volatility or performance drawdowns.Cross-Asset Market Trade Idea Generation: Help generated high quality, high conviction trade ideas across sectors and asset classes; Equities, Commodities, and FX to identify relative-value & directional opportunities.RequirementsOptions & Volatility Expertise: An exceptional understanding of option pricing, volatility dynamics, and derivatives structures.
While cross-asset options experience is highly preferred (specifically straddling Equities, Commodities, and Precious Metals), we are open to specialists from any asset class who demonstrate world-class derivatives expertise.Seasoned Buy-Side Experience: The ideal candidate must possess significant, battle-tested hedge fund or proprietary trading firm experience.
You must have lived through multiple market cycles, navigated severe drawdowns, and structurally managed risk in real-world, high-stress environments.Portfolio Construction & Risk Analytics: Strong quantitative capabilities with the ability to model complex, multi-asset portfolios, identify liquidity gaps, and stress-test assets during correlation breakdown periods.PM Collaboration: Outstanding communication and interpersonal skills.
You must be able to challenge assumptions, present complex risk trade-offs to the Portfolio Manager, and work hand-in-hand to optimize the book's risk-reward profile.Education: A degree in Finance, Mathematics, Economics, Accounting or a related discipline; or advanced degree a plusLocation: Ideally based in, or willing to relocate to Zug or Geneva, Switzerland.What We OfferCompetitive compensation, inclusive of performance-based bonuses.Comprehensive benefits package.Pathways for professional growth and career development.A dynamic and supportive work environment where innovation and creativity are encouraged. xsabvtc Opportunity to be part of building a great business where your efforts are recognized and valued.
Macro Commodities Options Strategist in Vauxhall employer: Balyasny Asset Management
Iris is an exceptional employer that fosters a dynamic and collaborative work culture, where creativity and strategic thinking thrive. Located in a vibrant city, we offer our employees ample opportunities for professional growth and development, alongside a comprehensive benefits package that prioritises work-life balance. Join us to be part of a team that not only values your contributions but also encourages you to innovate and make a meaningful impact in the world of brand engagement.
