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Portfolio Manager-Quantitative Global Macro

Date:  18-Apr-2021
Country:  Singapore
Function:  Not Applicable
Sub-Function:  Not Applicable





 

About Us

Olam International is a leading food and agri-business supplying food, ingredients, feed and fibre to over 19,800 customers worldwide. Our value chain spans over 60 countries and includes farming, processing and distribution operations, as well as a sourcing network of 4.8 million farmers. Through our purpose to 'Re-imagine Global Agriculture and Food Systems', Olam aims to address the many challenges involved in meeting the needs of a growing global population, while achieving positive impact for farming communities, our planet and all our stakeholders. Headquartered and listed in Singapore, Olam currently ranks among the top 30 largest primary listed companies in terms of market capitalisation on SGX-ST.

 

Product Information

CFSG

In Commodity Financial Services, Olam operates a quantitative fund management business and a risk management solutions business.
Under the name of Invenio Asset Management Pte Ltd, it combines insights in commodity markets and quantitative research capabilities to build proprietary trading strategies, which cover several themes such as trend, term structure, mean reversion, risk parity, quanta mental and value investing to capture a range of market opportunities across the globe. 
It currently manages internal capital and runs various investment programmes, trading multi-asset portfolios in more than 13 exchanges worldwide. Olam’s Risk Management Solutions business provides customised solutions to producers and customers in the agricultural commodity sector.

Job Description

We are looking to recruit a Portfolio Manager to independently run the Global Macro Portfolio using quantitative/systematic strategies. Mandate of this role would be to generate absolute return by trading in world’s most-liquid futures and forward contracts across all major asset classes (commodities, currencies, equity indices, and fixed income) on 15+ exchanges and OTC trading venue. Ideal candidate should have live track record of more than 5 years with delivered Sharpe of more than 1 in the Global Macro space.

The performance of the portfolio team would be aligned with transparent variable pay structure. The position reports to CIO of the company

Requirements

Qualifications

  • PhD (or exceptional MSc) in a quantitative field like econometrics, mathematics, physics, or statistics
  • Strong programming skills in Python, Matlab and SQL etc
  • Ability to run the desk as an independent PM and manage the entire life cycle from date transformation, strategy development, portfolio construction and trade execution
  • 5-10 years of China Macro trading experience as a Portfolio Manager in a hedge fund or proprietary trading environment with a realised Sharpe of more than 1
  • Candidates without the live track record would not be considered

Olam is an equal opportunity/affirmative action employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, nationality, disability, protected veteran status, sexual orientation, gender identity, gender expression, genetic information, or any other characteristic protected by law.

Applicants are requested to complete all required steps in the application process including providing a resume/CV in order to be considered for open roles.

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