Multi Asset Strategist
Obligāti:ExpressGitCloud
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.