Associate Portfolio Manager, Quantitative Strategies

The Role:

To be located in Singapore, this role is responsible for managing a new fund to be launched by Chicago Global Capital as part of its expansion beyond its existing fund, CG Polaris. The role covers developing the new fund’s investment strategies, executing its trades, and communicating with its clients. The Company’s expansion targets five markets, namely China, the U.S., Australia, Malaysia, and Indonesia. The role reports to the Chief Operating Officer. This is a licensed role: the successful candidate will be appointed as a representative of Chicago Global Capital for fund management under the Monetary Authority of Singapore’s Representative Notification Framework.

KeyResponsibilities:

• (a) Working with the management team to set up the new fund, including its investment mandate, strategy, and risk limits;
• (b) Researching, designing and back-testing quantitative and data-driven investment strategies for the new fund;
• (c) Building and maintaining the models, signals and data pipelines behind those strategies, including machine-learning models;
• (d) Constructing and rebalancing the portfolio of the new fund within its investment mandate, risk limits and guidelines;
• (e) Executing trades for the new fund, with a focus on best execution and limiting market impact;
• (f) Monitoring portfolio performance, risk exposures, liquidity and drawdowns, and adjusting the strategy as needed;
• (g) Communicating with the new fund’s clients and prospective investors in the Company’s target markets of China, the U.S., Australia, Malaysia, and Indonesia, including presenting the fund’s strategy, performance and outlook;
• (h) Preparing performance attribution and strategy commentary for the management team and for investor reporting;
• (i) Complying with MAS requirements and the Company’s policies on trading, conflicts of interest and personal dealing.

Experience &Qualifications:

• (a) Bachelor’s degree in Finance, Economics, Mathematics, Computer Science, or a related field;
• (b) 3+years in investment, trading or quantitative research roles at a securities firm, asset manager, or hedge fund;
• (c) Hands-on experience developing and back-testing systematic or quantitative trading strategies;
• (d) Working knowledge of equity markets, portfolio construction and risk measures such as volatility, Sharpe ratio and drawdown;
• (e) As this is a licensed role, hold, or be able to obtain before appointment, the CMFAS qualifications required to be appointed as a MAS representative for fund management, and meet MAS’s fit and proper criteria;
• (f) Preferred: experience presenting investment strategies or recommendations to clients;
• (g) Preferred: experience with Asian equity markets, including index rebalancing and passive fund flows (e.g. MSCI, FTSE).

Skills &Attributes:

• (a) Programming: Python required; Java or C++ an advantage;
• (b) Data& Tools: Bloomberg Terminal, Microsoft Excel and financial modelling, and machine-learning libraries;
• (c) Languages: in addition to English, fluency in the language used in one or more of the target markets (Mandarin or Bahasa Malaysia/Indonesia), to communicate with the new fund’s clients and prospective investors in those markets;
• (d) Analytical: rigorous, evidence-based approach to research, with the discipline to stay within risk limits;
• (e) Communications: able to explain strategy and performance clearly to clients, prospective investors, the management team, and the compliance team;
• (f) Personality: resilient and able to excel in a startup environment, staying organised and calm under pressure, and good judgement on when to escalate.