Descripción
OverviewBalyasny 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. 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 poss