Description

Location: Singapore

Firm: Tier-1 Global Institutional Investment Platform

Recruitment Partner: Octavius Finance (Exclusive)

Octavius Finance is exclusively partnering with a leading global institutional investment platform to appoint a Senior Portfolio Manager into its central investment and portfolio construction team in Singapore.

This is a senior investment role sitting within the core GTAA and portfolio management group, focused on portfolio construction, risk allocation, overlay management, and capital allocation across large-scale institutional portfolios. The role is highly investment-driven and suited to someone from an alpha-generation background rather than a pure asset gathering environment.

The successful candidate will work closely with CIO-level leadership and vertical investment teams across Fixed Income and Macro, contributing directly to discretionary portfolio positioning, benchmark deviation decisions, overlay construction, and cross-asset risk allocation.

This is not a pure quant research role. The focus is on applying quantitative portfolio construction tools within a discretionary macro and fixed income investment framework. Candidates must have real hands-on experience running optimisers and using portfolio construction methodologies such as Black-Litterman in a live investment environment.

Key Areas of Responsibility

• Portfolio construction and risk budgeting across multi-asset and fixed income portfolios

• Running portfolio optimisers and allocation frameworks across institutional portfolios

• Applying Black-Litterman and related portfolio construction methodologies within discretionary investment processes

• Capital allocation decisions across rates, credit, mortgages, HY, IG and benchmark-relative positioning

• CIO overlay construction and management

• Convexity hedging and broader portfolio risk management

• Basis management and cross-asset relative value positioning

• Working closely with sector verticals within Fixed Income and Macro to help drive the PM group's alpha generation process

• Supporting discretionary investment processes through portfolio optimisation, structuring and implementation

• Assisting in forward-looking and backward-looking capital allocation decisions across teams with differing track records and risk profiles

• Helping determine how portfolios should deviate from benchmark exposures depending on macro views, risk budgets and market conditions

Candidate Requirements

• Strong institutional buy-side experience within GTAA, multi-asset, macro, fixed income, total return or portfolio construction environments

• Strong hands-on experience running optimisers and portfolio construction frameworks

• Real investment experience using Black-Litterman and related allocation methodologies

• Deep understanding of portfolio construction, risk budgeting and capital allocation

• Strong understanding of macro markets, central bank dynamics and cross-asset investment discussions

• Strong intuition around market structure, positioning, dollarisation dynamics and portfolio risk transmission

• Ability to bridge quantitative portfolio construction with discretionary investment decision-making

• Experience contributing to alpha generation processes rather than purely operating in a passive or benchmark replication environment

• Comfortable engaging with CIOs, PMs and investment committees on macro positioning and portfolio construction decisions

• Ideally some exposure to structuring, implementation and execution processes

This is a highly visible investment role within a globally respected institutional platform, offering direct involvement in firmwide portfolio construction and capital allocation decisions.

To apply, please email
mailto:fundmanagement@octaviusfinance.com

with a copy of your CV.