Multi Asset Strategist

Your tasks

Cross-asset research and house view

• Maintain a live view of the macro regime: growth, inflation, policy, liquidity and positioning.
• Map how that regime transmits across rates, FX, credit, commodities, equities and volatility.
• Run scenario and stress analysis on the themes that matter most to the book.
• Publish the house view on a regular cadence (weekly note, monthly outlook) and on demand when markets move.

Allocation and portfolio construction

• Recommend strategic and tactical allocation across strategies, including risk budgets and sizing.
• Identify where the book is concentrated in a single macro factor and propose hedges or diversifiers.

Trade idea generation

• Generate relative-value and directional ideas with defined entry, target, stop and expected holding period.
• Express ideas across instruments: cash, futures, swaps, options and volatility structures.
• Work with the portfolio managers to size and time implementation.

Quantitative tooling

• Build and maintain screens, factor models and regime-detection tools
• Keep the models documented, version-controlled and reviewable to a standard consistent with MAS governance expectations.

Risk partnership

• Monitor cross-asset correlation, factor exposure and tail risk, and flag breaches of portfolio limits.
• Contribute to the weekly risk review and to the investment committee.

Client and investor communication

• Present the house view to prospective investors.
• Contribute market commentary to investor letters and due-diligence materials.

Requirements

Required qualifications and experience

• 3 or more years in multi-asset strategy, macro research, asset allocation or cross-asset trading at a bank, private bank, hedge fund, asset manager, sell-side strategy desk, sovereign fund or central bank.
• Demonstrated, defensible views across multiple asset classes, with depth in the core: i.e. equities, rates, FX
• Working fluency in derivatives: futures, listed and OTC options, interest rate swaps, FX forwards and volatility surfaces.
• Strong quantitative skills and coding skills.
• Ability to present a view clearly to both traders.
• Master’s degree in economics, finance, mathematics, engineering or a related quantitative field.

Preferred

• CFA, CAIA or FRM, or a master's degree in financial engineering, statistics or a related field.
• Experience at an early-stage or founder-led fund, and comfort building process and tooling from scratch.
• Hands-on work with factor models, regime detection or market microstructure signals.
• Coverage of Asia-Pacific markets alongside the US and Europe.
• Exposure to family office or private wealth advisory, including investment policy statements and mandate design.
• Familiarity with the MAS regulatory regime for capital markets services licensees.
• Experience with cloud-based research pipelines and Git-based version control.