Multi Asset Strategist

ARVEUS PTE. LTD.; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

ARVEUS PTE. LTD. in Singapore seeks a senior multi-asset researcher to develop and maintain the house view across macro regimes and assets.

You will lead scenario analyses, build quantitative tools, and coordinate with traders to inform portfolio construction. The role requires strong quantitative and coding skills, fluency with derivatives, and the ability to present a clear view to traders and investors. Advanced degree in a quantitative field is preferred, with experience across Asia-Pacific

Qualifications

• 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.

Responsibilities

• Maintain a live view of the macro regime across growth, inflation, policy, liquidity and positioning.
• Map regime transmission across rates, FX, credit, commodities, equities and volatility.
• Run scenario and stress analysis on themes that matter to the book.
• Publish the house view weekly and monthly outlooks, plus ad-hoc when markets move.
• Recommend strategic and tactical allocation across strategies with risk budgets.
• Identify concentration in a single macro factor and propose hedges or diversifiers.
• Generate relative-value and directional ideas across cash, futures, swaps, options and vol.
• Build and maintain screens, factor models and regime-detection tools.
• Monitor cross-asset correlation, factor exposure and tail risk; contribute to risk reviews.
• Present the house view to prospective investors; contribute market commentary.

Skills

Quantitative skills

Coding skills

Derivatives

Asset classes

Trader communication

Education

Master's degree

Tools

Git

Cloud pipelines

Job description

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.

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.