Selby Jennings · 1 week ago
Rates Macro Portfolio Manager
Selby Jennings is representing a globally renowned hedge fund with deep roots in the macro space, seeking an experienced Rates Macro Portfolio Manager to join their New York team. The role involves managing significant risk capital within a macro-native risk culture and contributing to a collaborative team environment.
Qualification
Required
A Sharpe of 1.5+
At least several years of independent PnL generation within global rates, STIRs, sovereign bonds, curves, or cross-market macro
A robust framework for risk management consistent with discretionary macro trading
A track record of managing significant risk capital in institutional environments
Ability to contribute to a collaborative team culture while maintaining full independence over the portfolio
Company
Selby Jennings
Global recruitment firm specialising in Banking
Funding
Current Stage
Late StageRecent News
Business Insider
2025-09-30
2025-07-10
Seattle TechFlash
2025-05-03
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