Quantitative Fixed income Portfolio Manager – Enhanced Beta/Smart Beta – Singapore

  • Competitive
  • Singapore
  • Permanent, Full time
  • Octavius Finance
  • 12 Sep 17

A leading fund in Singapore is looking for an experienced Quantitative researcher/PM to join their fixed income team in Singapore. The firm are looking for an experienced individual in the area of Fixed income Enhanced/Quantitative Beta strategies to systematize their current suite of Fixed income portfolio’s.



You will be managing the “beta” component of a number fixed income funds with large AUM.

This is a highly lucrative opportunity for an individual in the Enhanced Beta/ Beta + Fixed income space who is looking to join a firm with high AUM who can offer a newly created position.

Your experience and responsibilities will include:

  • Research, Development and Portfolio management of alpha and smart beta quantitative / systematic trading strategies in fixed income and foreign exchange markets.
  • Co-manage department/passive portfolios
  • Identify opportunities, provide ideas and implement trades for securities selection, yield curve, yield enhancement and other beta-plus strategies
  • Identify areas of improvement to investment process, including ways to exploit market inefficiencies in the micro structure of the market. Engage rest of team to propose and implement best practices to continuously improve investment process and promote scalability of beta-plus strategies
  • Develop evaluation tools, and platform to systematize and optimise competing opportunities for beta-plus strategies
  • Monitor and analyse portfolio risk and exposures, sensitivity and scenario analysis, and performance attribution

Applicants should ideally have a PHD in a quantitative subject (MSC will be considered) and be a dedicated Fixed income or cross asset specialist.

Hands on Statistical programming ability is essential.

Please note, whilst the role involves the development and management of Quantitative strategies the client is looking for an individual that has operated in the Enhanced/Smart Beta space.

This is an excellent opportunity to join a firm which have invested heavily in the expansion of their quantitative strategy products. You will be surrounded by highly qualified counterparts and supported by a state of the art platform.

Global Relocation will be offered if required.

There is an unrivalled salary package on offer.

Key Words: Systematic Beta, Smart Beta, Quantitative Beta, Fixed Income, Enhanced Beta, Beta-Plus  

In order to apply please send your CV in WORD FORMAT to careers@octaviusfinance.com or call 02080044029

Interviews have already begun to take place.