Associate Portfolio Manager, Quantitative Strategies

CHICAGO GLOBAL CAPITAL PTE. LTD.; Singapore; On-site; SGD 180,000 - 240,000; Full time

Job summary

CHICAGO GLOBAL CAPITAL PTE. LTD. is seeking a Singapore-based professional to launch and manage a new fund, expanding CG Capital’s reach beyond CG Polaris.

The role covers designing investment mandates, building data-driven strategies and overseeing trade execution across markets including China, the U.S., Australia, Malaysia, and Indonesia. You will collaborate with leadership to implement risk controls, monitor performance, and communicate strategy and results to clients and prospective

Qualifications

• Bachelor’s degree in Finance, Economics, Mathematics, Computer Science or related field.
• 3+ years in investment, trading or quantitative research roles at securities firm, asset manager or hedge fund.
• Hands-on experience developing and back-testing systematic or quantitative trading strategies.
• Knowledge of equity markets, portfolio construction and risk measures (volatility, Sharpe ratio, drawdown).
• CMFAS qualifications or ability to obtain to be MAS representative for fund management.
• Experience presenting investment strategies or recommendations to clients (preferred).
• Experience with Asian equity markets, including index rebalancing and passive fund flows (preferred).

Responsibilities

• Set up the new fund’s investment mandate, strategy and risk limits.
• Research, design and back-test quantitative trading strategies.
• Build and maintain models, signals and data pipelines, including ML models.
• Construct and rebalance the portfolio within mandate and risk limits.
• Execute trades with best execution and low market impact.
• Monitor performance, risk, liquidity and drawdowns; adjust strategy as needed.
• Communicate strategy, performance and outlook to clients and investors in target markets.
• Prepare performance attribution and strategy commentary for management and investor reporting.
• Ensure MAS compliance and company policies on trading, conflicts of interest and personal dealing.

Skills

Python

Java

C++

Education

Bachelor’s degree in Finance, Economics, Mathematics, Computer Science

Tools

Bloomberg Terminal

Microsoft Excel

Financial modelling

Machine-learning libraries

Job description

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 elevate.