The Portfolio Execution Group (PEG) comprises teams involved in a broad range of functional roles including trading, balance sheet management, beta replication and asset rebalancing, and applied quantitative research.
The Beta & Asset Rebalancing team (BAR) sits within PEG, and is responsible for managing equity beta mandates ranging from market cap to smart beta as well as managing cross asset rebalancing.
We are looking for a suitable candidate to join our team of Portfolio Managers based in Singapore to manage equity beta mandates, contribute to ongoing development of the beta management process and platform, as well as conduct research to formulate portfolio implementation strategies.
Carry out day to day management of equity beta portfolios. This includes but is not limited to the following:
Monitoring performance, tracking error and risk of the various beta mandates.
Crafting and implementing investment strategies on index, market or stock related events that may impact the portfolio.
Cash equitisation from corporate action events.
Research and implement strategies that contribute to the equity beta and cross asset rebalancing functions.
Contribute to the beta platform development and refinement of the beta investment process.
Manage and craft strategies to manage periodic portfolio transitions driven by index rebalances and fund flows.
At least 5 years of experience working in the financial/asset management industry.
Minimum of 2 years' experience in Global Equity markets preferably in delta-one trading, central risk trading or in transition management.
Experience in any of the following would be a plus:
Systematic or Sell-side facilitation/D1 desk experience.
Research in equity risk models and application in risk optimisation.
Fluency in a programming language such as R, Python, SQL or Java, with demonstrated ability to manipulate and analyze large data sets.
Good knowledge and ability to apply statistical measures and analysis.
Experience conducting empirical research spanning areas such as index, macro and execution research.
Strong team player with the ability to work independently.
Good interpersonal and communication skills, with ability to articulate ideas and thought processes to various stakeholders in other teams (e.g. traders and active portfolio managers).