Senior Portfolio Manager — Multi-Asset & Fixed Income Allocation - Singapore
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 fundmanagement@octaviusfinance.com with a copy of your CV.