Job Description

Date: 28 Nov 2023



Country: Singapore



Function: Risk



Sub-Function: Risk




Olam Financial Services is the fund management arm of Olam Agri (www.olamagri.com). Olam Group (www.olamgroup.com) is headquartered and listed in Singapore and is a leading food and agri-business supplying food, feed and fibre to over 20,000 customers worldwide. Our value chain spans over 60 countries to include farming, origination, processing and distribution operations. Our team of 10,000+ employees has built a leadership position in many businesses including grains, cocoa, coffee, nuts and cotton.


Olam Financial Services runs a systematic hedge fund with a mandate to generate positive absolute returns. Using systematic multi-asset, multi-strategy and multi-portfolio approach, the hedge fund invests in global financial and commodity markets trading in more than 30+ exchanges and OTC trading venues. The investment mandate of the fund includes the Global Macro Portfolio, Global Commodity Portfolio and China Onshore Macro Portfolio. Typical holding period for mid frequency strategies is between 5 to 15 days and intraday strategies (market taking) is from few hours to 2 days. We have live track record of more than 9 years with realised Sharpe Ratio of >1.





Systematic Portfolio Manager would independently run Global Macro Portfolio using systematic strategies. The incumbent would generate absolute return by trading in liquid futures and forward markets across all major asset classes (commodities, currencies, equity indices, and fixed income etc) on 30+ exchanges and OTC trading venues.


Requirements

• PhD (or exceptional MSc) in a quantitative field like econometrics, mathematics, physics, or statistics
• Strong programming skills in Python, SQL etc with hands on coding experience
• Ability to run the desk as an independent PM and manage the entire life cycle from data transformation, strategy development, portfolio construction and trade execution.
• 5-10 years of Global Macro trading experience as a Portfolio Manager in a hedge fund or proprietary trading environment with a realised Sharpe of > 1