Mission
The Portfolio Management Department is responsible for constructing and managing the Fund’s institutional-grade portfolio, integrating research outputs into a coherent, risk-controlled mandate.
Example Projects
Finalized a new investment mandate and cross-asset allocation framework, ensuring alignment with sector research and macro overlays.
Developed a Macro Positioning Scoring Model, combining macroeconomic and fundamental factors to guide top-down tilts.
Built a proprietary optimization engine, integrating liquidity, risk budgets, and sector constraints into portfolio construction.
Established a governance cycle — Research → Construction → Risk → Review — with systematic reporting to the Investment Committee.
Example Future Projects
Deploy the Macro Positioning Scoring Model across all sectors to unify research inputs under a consistent top-down framework.
Calibrate and validate the optimization engine with stress testing, scenario analysis, and sensitivity checks.
Introduce a core–satellite–sandbox architecture: core diversified book, satellite alpha sleeves, and a sandbox for incubating new strategies.
Prepare execution protocols via IBKR access, with post-trade analytics and attribution to enforce discipline and transparency.
