Olam Fund Management 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 Fund Management 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.
Job description
We are looking to recruit a Portfolio Manager to independently run Short Term Trading (Intraday) Portfolio using systematic strategies. Mandate of this role would be to generate absolute return by trading in liquid futures and forward markets across all major asset classes (commodities, currencies, equity indices, and fixed income etc. The holding period of the strategies could be from few hours to 2 days and overnight carry forward of position will be permitted. We are not looking for candidates whose strategies are ultra-high frequency and latency sensitive e.g. market making type of strategies. Ideal candidate should have live track record of more than 5 years with delivered Sharpe >1.5.
with hands on coding and research experience.
The performance of the portfolio team would be aligned with transparent variable pay structure. The position reports to CIO of the company.
Qualifications
· 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 running intraday short term trading strategies as a Portfolio Manager in a hedge fund or proprietary trading environment with a realised Sharpe of >1.5
· Candidates without the live track record would not be considered.
