Portfolio Manager

MCP (Switzerland) Sàrl; Genf; Vor Ort; CHF 250.000 - 350.000; Vollzeit

Zusammenfassung

Millennium is seeking an experienced Portfolio Manager to support a Senior Portfolio Manager in systematic trading of fixed income and macro strategies across developed and emerging markets. You will lead multi-currency, multi-product initiatives, develop analytics, and collaborate with internal teams to optimize risk-adjusted returns.

The role requires deep expertise in interest rate derivatives, cross-currency products, and quantitative modelling, with strong communication to senior management

Qualifikationen

• Bachelor’s degree in Economics, Finance, Mathematics or related quantitative discipline.
• Minimum of 10 years trading global fixed income rates and macro markets, with IRS, Xccy, and bonds expertise.
• 2–3 years portfolio management experience in macro/IR/FX relative value strategies within an institutional trading environment.
• Experience operating in a high-performance trading environment and collaborating within a team of investment professionals.
• Demonstrated experience managing multi-currency, multi-product portfolios across both developed and emerging markets.
• Experience conducting independent research into market trends across global cross-currency markets.
• Strong analytical, mathematical, portfolio construction, and risk management skills.
• Excellent English verbal and written communication skills.

Aufgaben

• Formulate and implement relative value investment strategies across global fixed income and macro markets.
• Manage a multi-currency, multi-product portfolio with risk-aware deployment for strong returns.
• Identify and execute trading opportunities across linear and non-linear rates products.
• Conduct fundamental and quantitative analysis to generate trade ideas and inform portfolio positioning.
• Develop and enhance analytical infrastructure, data frameworks, and back testing tools.
• Build and maintain relationships with internal stakeholders and external counterparties to support trading outcomes.
• Monitor positions, exposures, liquidity and risk limits; optimize execution and cost-adjusted performance.
• Maintain regulatory and internal policy compliance.

Kenntnisse

Fixed income trading

Macro markets trading

Risk management

Portfolio management

Cross-currency trading

Interest rate derivatives

Quantitative analysis

Team collaboration

Communication skills

Ausbildung

Bachelor’s degree in Economics, Finance, Mathematics

Tools

PCA modelling

Back testing

Quantitative models

Jobbeschreibung

About Millennium
Millennium is a global, diversified alternative investment firm, founded in 1989. Defined by evolution, innovation and focus, Millennium’s mission is to deliver results for our investors.

Our people are empowered with both independence and support: the autonomy to pursue ideas with conviction and the backing of a global network committed to collaboration, disciplined risk management and continuous learning. With opportunities to deepen expertise and accelerate development, talent at Millennium is equipped to adapt, evolve and build lasting impact over time. Discover how transformative growth accelerates impact.

Meet the Team

The Portfolio Manager will support a Senior Portfolio Manager in the systematic trading of interest rate derivatives, cross-currency products, and long-dated currency derivatives across developed and emerging markets, generating high-quality risk-adjusted returns through the effective deployment of allocated Firm capital.

What You’ll Do

• Formulate and implement relative value investment strategies across global fixed income and macro markets.
• Manage a multi-currency, multi-product portfolio with a focus on generating strong risk-adjusted returns through disciplined risk-taking and scalable capital deployment.
• Identify and execute trading opportunities across linear and non-linear rates products, including swaps, options, cross-currency instruments, sovereign rates products, and related macro instruments.
• Conduct fundamental and quantitative analysis across macroeconomic, geopolitical, central bank, and market-technical factors to generate trade ideas and inform portfolio positioning.
• Develop and enhance analytical infrastructure, data frameworks, and tools, including PnL analytics, PCA modelling and back testing, to support investment decision-making, portfolio construction, and risk management.
• Build and maintain relationships with internal stakeholders and external counterparties to support effective portfolio implementation, market access, and trading outcomes.
• Monitor positions, exposures, liquidity, and risk limits on an ongoing basis, and optimize execution and trade efficiency on a cost-adjusted basis.
• Maintain compliance with all applicable regulatory, legal, and internal policy requirements.

Qualifications/ Skills Required

• At a minimum a Bachelor’s degree inEconomics, Finance, Mathematics, or a closely related quantitative discipline.
• Minimum of 10 years of experiencetrading globalfixed income rates and macro markets (including G10 markets with a specific focus on Japan and Australia), with substantial expertise ininterest rate derivatives,cross-currency products, and related relative value strategies - specifically Interest Rate Swaps (IRS), Cross-Currency Swaps (Xccy), and Bonds.
• Minimum of2–3 years of portfolio management experiencemanaging amacro / interest rate / FX relative value investment strategywithin an institutional trading environment.
• Experience operating successfully in a high-performance trading environment and working collaboratively within a team of investment professionals.
• Demonstrated experience managing multi-currency, multi-product portfolios across both developed and emerging markets.
• Experience conducting independent research into market trends and activity across global cross-currency markets.
• Strong expertise in trading and portfolio management oflinear and non-linear rates products, including interest rate swaps, options, cross-currency derivatives, and sovereign fixed income instruments.
• Strong analytical, mathematical, portfolio construction, and risk management skills, with the ability to evaluate complex exposures across multiple products and market regimes.
• Experience building, enhancing, or applying quantitative models, risk analytics, and trading tools to support portfolio optimization and investment decision-making is essential.
• Excellent English verbal and written communication skills, with the ability to engage effectively with internal stakeholders, sell-side counterparties, data providers, and senior management.