Senior Portfolio Manager - Quantitative Strategies - #1172075

About the role

We manage systematic, multi-strategy portfolios for wealth management clients, primarily in US equities and ETFs with a selective allocation to digital assets. Our strategies range from factor-based and rules-based models to machine learning approaches.

We are investing in the next generation of our platform. We are looking for a senior portfolio manager to own the live portfolios and the standards every strategy must meet to receive capital.

Location: Singapore, Hybrid

Hours: Singapore office hours plus US session coverage, with flexible arrangements

Key responsibilities

• Portfolio ownership: Take full accountability for the live portfolios and their performance, within a defined risk mandate covering volatility, drawdown and concentration limits.

• Capital allocation and risk management: Lead allocation across strategies, position sizing and risk limits, including the risk response during periods of market stress.

• Strategy lifecycle governance: Make the final decision on moving strategies from shadow to live trading, and on retiring strategies that no longer meet performance standards.

• Investment governance: Own and keep strengthening the firm’s investment governance framework, covering capital allocation criteria, daily monitoring, periodic review and strategy retirement.

• Research oversight: Set the evidence standard for new strategies. You will work with the research team and decide whether a strategy is ready for capital.

Qualifications and experience

• 5 to 12 years of experience in systematic investing, at a systematic or multi-manager firm with an institutional capital allocation and risk management process.

• Direct P&L responsibility for a multi-strategy portfolio, or ownership of live strategies with attributed P&L and regular engagement with an investment or capital allocation committee.

• Experience managing live capital through a significant drawdown, and the ability to explain which decisions you changed and which you held.

• Experience in mid-frequency strategies: daily to weekly rebalancing, with holding periods of days to months.

• Deep experience in US equities and ETFs. Experience with digital assets is a plus.

• An advanced degree in a quantitative field is preferred, though we weigh practical experience most heavily.

Core competencies

• Portfolio construction: Volatility targeting, risk budgeting, constrained optimisation, and correlation and concentration management.

• Strategy evaluation: Walk-forward and out-of-sample testing, controls for overfitting and multiple comparisons, capacity analysis and decay detection.

• Transaction cost analysis: Cost modelling, including execution constraints at smaller order sizes.

• Technical proficiency: Enough Python and SQL to review backtests, query portfolio data and check results yourself. This is not a software development role.

• Performance analysis: Reading tear sheets, attribution and turnover reports with a critical eye.

• Model oversight: Allocating to and monitoring machine learning signals built by others, including how to size them and how to tell when they have stopped working.

What this role is not

• An intraday, market-making or high-frequency trading role

• A software engineering role

• A research-only position without accountability for live results

Compensation

Competitive compensation package, commensurate with experience.