Hybrid Convertible Arbitrage Portfolio Manager

Janus Henderson Investors; Denver (CO); Hybrid; USD 250,000 - 275,000; Full time

Benefits offered by this job

Hybrid working

Health & wellbeing benefits

Tuition/qualification reimbursement

Volunteer time

Parental leave

Employee events

Beverages & snacks

Job summary

Janus Henderson Investors in Denver seeks a senior professional to lead the North American Convertible Arbitrage strategy, manage risk and financing, and expand the framework with new trade types and opportunities. You will provide deep derivatives expertise and close collaboration with the central trading desk on listed and OTC products.

The role requires strong quantitative skills, Bloomberg proficiency, and a track record in equity arbitrage, ECM, and capital structure strategies.

Qualifications

• Extensive knowledge of relevant sector/product/instruments for the role.
• Knowledge of financial modelling and/or VBA for more quantitative roles.
• Knowledge of Bloomberg and other market data platforms.
• Knowledge of Charles Rivers or other trade booking system.
• Strong analytical mind-set.
• Excellent written and verbal communication skills.
• Excellent attention to detail.
• Self-motivated and able to work independently.
• Excellent presentation skills.
• Ability to work effectively under pressure.
• Strong interest in financial markets / macro economics.
• Excellent interpersonal skills, with the ability to build and develop relationships internally and externally.

Responsibilities

• Lead the North American Convertible Arbitrage strategy across idea generation, portfolio construction, execution, and risk management.
• Manage portfolio risk, financing, liquidity and hedging across the strategy.
• Expand the strategy through new trade types, market opportunities and enhanced analytical frameworks.
• Provide deep expertise in listed and OTC derivatives.
• Work closely with the central trading desk executing Vanilla equity options, OTC equity derivatives, Structured products.
• Maintain a detailed understanding of option pricing, volatility dynamics, financing, evolution of structured products and counterparty considerations.
• Equity Arbitrage & ECM: Build and manage strategies surrounding ECM transactions as well as Equity Capital Structure.
• Assess transaction dynamics, liquidity, valuation, and execution risk to generate attractive risk-adjusted returns.
• Bank & Counterparty Relationships: Strengthen and expand relationships with global investment banks and broker-dealers.
• Increase access to proprietary deal flow, structured opportunities and financing solutions.
• Work closely with prime brokers and counterparties on financing, borrow availability and execution.
• Represent the firm externally with key market participants.
• Leadership: Collaborate with portfolio managers across the multi-strategy platform to identify cross-strategy opportunities.
• Share market insights and best practices across investment teams.
• Provide assistance on managing and execution for the range of existing structured products.
• Contribute to the strategic development of the firm’s relative value and arbitrage capabilities.
• Carry out other duties as assigned

Skills

Leadership

Financial modelling

Bloomberg

Trade booking systems

Analytical mindset

Communication

Attention to detail

Presentation skills

Under pressure

Macro economics

Interpersonal skills

CFA qualified

Finance degree

Education

CFA qualification or equivalent

Business/Math/Finance degree

Tools

Bloomberg

Trade booking systems (Charles Rivers)

Job description

Janus Henderson Investors in Denver seeks a senior professional to lead the North American Convertible Arbitrage strategy, manage risk and financing, and expand the framework with new trade types and opportunities. You will provide deep derivatives expertise and close collaboration with the central trading desk on listed and OTC products.

The role requires strong quantitative skills, Bloomberg proficiency, and a track record in equity arbitrage, ECM, and capital structure strategies.