Portfolio Manager

Principal Responsibilities

The Portfolio Manager will be responsible for managing a discretionary global macro portfolio with a focus on Asia, within a Fixed Income and Macro trading team in Singapore. The role involves directional, relative value and event-driven risk taking across Asian and G10 interest rates and FX, with selective use of equity index and commodity futures and options, drawing on deep experience in Asian local rates, non-deliverable and FX swap markets gained in market making and proprietary trading roles.

Key

Responsibilities

• Manage a discretionary macro portfolio across Asian (e.g. INR, KRW, CNH, HKD, SGD, MYR, PHP) and G10 (USD, EUR, JPY, AUD, NZD) interest rates and FX, spanning government bonds, bond and STIR futures, IRS, OIS and non-deliverable swaps (NDOIS, NDIRS), FX spot, forwards, NDFs, FX swaps and options.
• Express central bank policy, growth, inflation and geopolitical views through directional, curve, cross-market and meeting-date relative value positions, with tactical equity index and commodity overlays where they offer better risk/reward.
• Build and maintain the analytical framework that supports the book, including policy-path and event analysis, FX swap and basis curve monitors, scenario and stress analysis, and theme-level risk aggregation.
• Manage position sizing, liquidity and drawdowns with discipline, including theme-level VaR budgeting, loss-velocity triggers and convex event hedges, within the firm's central risk framework.
• Provide market commentary, trade ideas and research on Asian and global macro to the wider team, and mentor and develop analysts as the business grows.

Qualifications/Skills Required

• At least 10 years of experience trading Asian and global interest rates and FX, including at least 3 years running a discretionary macro portfolio with independent risk-taking authority at a multi-manager or macro hedge fund.

• Prior market making or proprietary trading experience in Asian rates and FX at a major global bank, including non-deliverable OIS and IRS (e.g. INR, KRW, MYR), HKD IRS, cross-currency swaps and local government bonds.

• Bachelor's degree in Computer Science, Engineering, Mathematics, Economics or a related quantitative discipline; a postgraduate degree (e.g. MBA in Finance) is an advantage.

• Documented multi-year PnL record in discretionary macro across rates, FX, equity index and commodity instruments, with demonstrated risk-adjusted returns and drawdown control.

• Deep understanding of Asian central bank policy, capital controls, onshore/offshore market structure, fixing and settlement mechanics, and FX swap and basis markets.

• Strong analytical and programming skills (e.g. Python, Excel/VBA) to build scenario, risk and monitoring tools.

• Proven ability to work independently, manage risk with discipline and collaborate within a multi-strategy trading environment; strong communication skills in English.