Total 9 job vacancies by First Plus Asset Management Pte. Ltd.

About Us
First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity

The Role

We are seeking a high-calibre Institutional Sales / Business Development professional with around 5-8 years of experience to join our Investor Relations team. The candidate is expected to drive growth by building relationships with institutional clients such as pension funds, endowments, insurance, as well as distributors such as private banks and security houses. The ideal candidate will be hands-on, bridging the gap between our boutique investment capabilities and the specific asset allocation needs of sophisticated professional investors.

Key Responsibilities

• Drive institutional asset growth by originating and advancing opportunities with endowments, pension funds, and related allocators, managing the full sales cycle from prospecting through mandate award.
• Cultivate senior stakeholder relationships with investment teams, CIOs, and committees, positioning the firm as a trusted partner and maintaining a structured coverage plan across priority accounts.
• Lead due diligence and proposal execution, coordinating RFPs/DDQs, onsite meetings, and information requests in partnership with Investments, Product, and Client Service to deliver high-quality, timely responses.
• Articulate and differentiate the firm’s investment capabilities, delivering polished presentations and tailored solutions while translating portfolio outcomes into clear, allocator-relevant messaging.
• Maintain rigorous commercial discipline through accurate CRM pipeline management, forecasting, and reporting, while ensuring adherence to all compliance, marketing, and communication policies.

Qualifications

• 5-8 years of institutional sales / consultant relations / business development experience in asset management.
• Demonstrated track record in winning mandates and building long-term allocator relationships.
• Strong understanding of institutional portfolio construction, manager selection processes, and governance (IC/board dynamics).
• Experience with DDQs/RFPs, consultant databases, and complex sales cycles.
• Bachelor’s degree required; CFA/CAIA/MBA preferred (or equivalent experience).

Why Join Us?

• High visibility and the opportunity to make a tangible impact on the firm's growth.
• Exposure to senior management and direct interaction with the investment decision-makers.
• A collaborative, flat organizational structure that rewards proactivity and results.

Overview:
First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is a core member of the firm's investment strategy team. The position carries primary responsibility for building and continuously refining the firm's asset allocation analytical framework, encompassing both Strategic Asset Allocation (SAA) and Tactical Asset Allocation (TAA). Responsibilities span systematic monitoring of macroeconomic conditions, policy environments, and multi-asset markets, alongside quantitative modelling and in-depth research, with the goal of producing forward-looking allocation strategies and investmentrecommendations.

Key Responsibilities:

• Independently design, develop, and continuously enhance the firm's SAA and TAA analytical systems. Apply mainstream methodologies including Modern Portfolio Theory, mean-variance optimization, the Black-Litterman model, and risk parity to translate theoryand investment logic into executable quantitative strategies, establishing allocation models that balance long-term objectives with dynamic short-term adjustments.
• Systematically track domestic and international major asset classes and macroeconomic performance; lead the build-out and maintenance of macro and multi-asset monitoring systems; establish and continuously optimize a core database and quantitative analyticalmodel framework spanning macro, market, and fundamental dimensions to enable dynamic assessment of economic cycles and market conditions.
• Regularly produce quarterly/annual strategic outlooks, monthly tactical recommendations, and thematic research reports to provide clear support for decision-making. Conductscenario analysis, stress testing, and back-testing on allocation proposals to evaluate risk-return characteristics, and present findings professionally to the Investment Committee and Senior Management.
• Work closely with quantamental modelling, portfolio management, and product teams to translate asset allocation research into investment strategy inputs and product narratives; participate regularly in Investment Committee meetings to present macro views, asset allocation recommendations, and style rotation insights, supporting the firm's overallinvestment framework.

Qualifications & Requirements:

• Master's degree or above from a reputable domestic or international university in Finance, Economics, Statistics, or a related field; CFA / FRM designation is a plus.
• 3–5+ years of hands-on experience in asset allocation, portfolio management, or FOF/MOM research at an insurance company, large asset management firm, bank, or public fund; solid theoretical grounding in macroeconomics and asset pricing; demonstrated trackrecord of independently building or meaningfully contributing to SAA/TAA frameworks.
• Ability to independently conduct multi-asset backtesting and scenario analysis; proficiency in Python, R, or MATLAB.
• Strong logical reasoning and market intuition, with the ability to translate complex macro analysis into actionable investment insights.
• Strong bilingual communication skills in Chinese and English; able to read overseas research reports fluently and write or present research findings in both languages.
• Strong cross-functional collaboration and communication skills; adaptable to a research-driven, fast-paced, and innovative work environment.

Overview:

First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by botheastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is a core member of the firm's quantamental team, with a primary focus on global equity markets including China, the US, and Southeast Asia. The position is responsible forthe research, construction, and continuous refinement of fundamental multi-factor models. The successful candidate will be deeply involved in the full quantitative research pipeline — from factor discovery and strategy development through to backtesting and validation — while collaborating closely with data, technology, and trading teams to translate research into executable investment strategies. The role requires a combination of strong financialengineering fundamentals and hands-on quantitative research experience, with the ability to independently drive projects and innovate in a fast-paced, research-driven environment.

Key Responsibilities:

• Analyze multi-dimensional data across global equity markets (including China, the US, and Southeast Asia) to uncover quantifiable trading logic and build a multi-factor model framework centered on fundamental factors.
• Research and review cutting-edge academic literature; collect, analyze, and process equity fundamental data; conduct in-depth factor efficacy research including screening, construction, evaluation, and optimization; analyze factor stability, interpretability, and inter-factor correlations to support strategy enhancement.
• Develop quantitative strategies and optimize parameters; leverage backtesting and paper trading to continuously improve strategy adaptability, robustness across varying market environments, and long-term profitability.
• Oversee strategy risk management and backtesting analysis; apply risk models such as Barra for risk control; conduct strategy refinement and risk adjustment in response to evolving market conditions.
• Collaborate closely with data, technology, and trading teams to drive the efficient implementation and iterative optimization of quantitative strategies.

Qualifications & Requirements:

• Bachelor's degree or above from a reputable domestic or international university in Financial Engineering, Computer Science, Mathematics, Statistics, Finance, or a related field; strong English reading and writing skills.
• 3–5 years of experience in quantitative strategy research; solid grounding in financial engineering, statistics, mathematics, and finance; deep understanding of multi-factor strategies with particular strength in fundamental factor construction and optimization; candidates with live trading experience preferred.
• Strong understanding of equity markets and market analysis capabilities; genuine intuition and interest in fundamental investing, with the ability to refine factors and strategies in response to market dynamics.
• Proficiency in at least one programming language (Python, R, C++, or MATLAB); strong data processing and modeling capabilities to efficiently implement, optimize, and backtest quantitative strategies.
• Strong bilingual communication skills in Chinese and English; able to read overseas research reports fluently and write or present research findings in both languages.

Overview:
First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is one of the core positions within the firm's investment research framework, responsible for providing directional research support across the firm's investment strategiesthrough the lens of macroeconomics, policy analysis, and capital flows. The Macro Analyst will serve as a bridge between research, strategy, and investment — integrating macroeconomic analysis, asset allocation research, style rotation modelling, and quantitative methods to identify market cycle shifts, build cross-asset and style rotation frameworks, and deliver systematic research support for multi-asset investing and strategic allocation.

Key Responsibilities:

• Conduct in-depth research on macroeconomic conditions, policy directions, and market trends; continuously monitor domestic and international financial market developments; analyze price dynamics and risk-return characteristics across asset classes; research andevaluate emerging investment themes and products to support investment decision-making.
• Collaborate with the quantamental team to design and maintain macro and asset allocation monitoring systems; integrate high-frequency economic data, capital flow indicators, and machine learning models to enable dynamic tracking and visualization of economic cycles and market liquidity.
• Based on economic and liquidity cycles, research the relative performance of style factors — including value/growth, large/small cap, and cyclical/defensive — across different market phases; work jointly with the quantamental team to develop macro-driven style signal indicators that support dynamic factor weight adjustment and style allocation optimization within investment portfolios.
• Work closely with quantamental modelling, portfolio management, and product teams to translate macro research outputs into investment strategy inputs and product narratives; author macro and market research reports and investment memos; participate regularly inInvestment Committee meetings to present macro views, asset allocation recommendations, and style rotation insights.

Qualifications & Requirements:

• Master's degree or above from a reputable domestic or international university in Finance, Economics, Statistics, or a related field; CFA / FRM designation is a plus.
• 5+ years of experience in macroeconomic or strategy research; background in buy-side or sell-side research institutions or asset management firms preferred.
• Strong familiarity with global macroeconomic frameworks and capital flow mechanisms; solid theoretical grounding in macroeconomics and asset pricing.
• Strong quantitative analytical skills with the ability to independently conduct strategybacktesting and scenario analysis; proficiency in Python, R, or MATLAB.
• Strong logical reasoning and market intuition, with the ability to translate complex macro analysis into actionable investment insights.
• Strong bilingual communication skills in Chinese and English; able to read overseas research reports fluently and present or write research findings in both languages; capable of engaging professionally with international partners.
• Strong cross-functional collaboration and communication skills; adaptable to a research-driven, fast-paced, and innovative work environment.

Job Summary

We are seeking a lawyer to join its in-house legal team in Singapore. The organisation operates across SEA (principally in Singapore) and China. The role offers broad exposure to general commercial and corporate matters, supporting business, mid-offices, back office and transactions across multiple jurisdictions.

Responsibilities

• Advise, draft, support a wide range of general commercial contracts including NDAs, introducer agreements, vendor and supplier contracts, services agreements, collaborative agreements, and operational contracts

• Draft and manage corporate secretarial documents such as Directors’ Resolutions In Writing and board minutes to ensure compliance and governance standards

• Provide legal input and support to investment and non-investment teams on commercial and investment-related documents to facilitate transaction execution

• Deliver day-to-day legal advice and support to investment teams, non-investment teams, and internal stakeholders to mitigate legal risks and enable business decisions

• Execute ad-hoc legal assignments for group companies as directed by the direct supervisor

• Assist direct supervisor with fund management legal activities, including reviewing fund offering documents such as Private Placement Memoranda, Offering Memorandum, Management Agreements, fund subscription agreements, and brokerage-related agreements

Required competencies and certifications

• Bachelor’s degree in Law and qualification to practice in Singapore or at least one common law jurisdiction

• Proficiency in Mandarin (spoken and written) to support regional and China-related legal matters

• 2 years PQE

• Legal experience gained in fund management is a Plus

• Strong experience in drafting and negotiating commercial contracts

• Ability to work independently with self-initiative, manage multiple concurrent tasks, and adapt to a fast-growing environment

• Strong organizational skills with meticulousness and resourcefulness

• Proficiency in Microsoft Word, Excel, and PowerPoint

Job Description:

• Complete day-to-day operations of the fund, including but not limited to:

1. Investor subscriptions and redemptions
2. Onboarding of trading accounts/cash accounts
3. Creation of payment instructions for bill payments
4. Monitor cash balance and daily transactions of the fund- Keep track of interest/principal payments received
5. Ensure Operation documents (Trading manual, Account list, Register of Members etc) are updated and kept up to date

• Responsible for the execution of trades and the entire settlement process for different asset classes, e.g., Equities, Fixed income, Asset-backed Securities, Derivatives, etc.
• Review NAV reports and Shareholder register reports issued by the fund administrators
• Support the funds’ audit and MAS annual declaration.
• Liaise with lawyer to get documents Certified True Copy
• Responsible for KYC review requests/procedures from counterparties
• Maintain good relationships and work closely with partners such as brokers, custodian, fund administrator and company secretary.
• Support other teams (Finance, Compliance etc) in company-related operations whenever necessary.

Requirement:

• 0–2 years of experience in a Middle Office or Trade Operations Team.
• Degree holder (Finance/Accounting/Business).

Attributes and skills:

• Knowledge of Fund NAV review is a plus
• Meticulous and detail-oriented
• Self-motivated and proactive
• Able to work independently and takes accountability
• Proficient in Microsoft Office
• Good working knowledge of financial products (equities, fixed income, etc.)

Overview:
First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is one of the core positions within the firm's investment research framework, responsible for providing directional research support across the firm's investment strategiesthrough the lens of macroeconomics, policy analysis, and capital flows. The Macro Analyst will serve as a bridge between research, strategy, and investment — integrating macroeconomic analysis, asset allocation research, style rotation modelling, and quantitative methods to identify market cycle shifts, build cross-asset and style rotation frameworks, and deliver systematic research support for multi-asset investing and strategic allocation.

Key Responsibilities:

• Conduct in-depth research on macroeconomic conditions, policy directions, and market trends; continuously monitor domestic and international financial market developments; analyze price dynamics and risk-return characteristics across asset classes; research andevaluate emerging investment themes and products to support investment decision-making.
• Collaborate with the quantamental team to design and maintain macro and asset allocation monitoring systems; integrate high-frequency economic data, capital flow indicators, and machine learning models to enable dynamic tracking and visualization of economic cycles and market liquidity.
• Based on economic and liquidity cycles, research the relative performance of style factors — including value/growth, large/small cap, and cyclical/defensive — across different market phases; work jointly with the quantamental team to develop macro-driven style signal indicators that support dynamic factor weight adjustment and style allocation optimization within investment portfolios.
• Work closely with quantamental modelling, portfolio management, and product teams to translate macro research outputs into investment strategy inputs and product narratives; author macro and market research reports and investment memos; participate regularly inInvestment Committee meetings to present macro views, asset allocation recommendations, and style rotation insights.

Qualifications & Requirements:

• Master's degree or above from a reputable domestic or international university in Finance, Economics, Statistics, or a related field; CFA / FRM designation is a plus.
• 5+ years of experience in macroeconomic or strategy research; background in buy-side or sell-side research institutions or asset management firms preferred.
• Strong familiarity with global macroeconomic frameworks and capital flow mechanisms; solid theoretical grounding in macroeconomics and asset pricing.
• Strong quantitative analytical skills with the ability to independently conduct strategybacktesting and scenario analysis; proficiency in Python, R, or MATLAB.
• Strong logical reasoning and market intuition, with the ability to translate complex macro analysis into actionable investment insights.
• Strong English communication skills; able to read overseas research reports fluently and write or present research findings in English; capable of professional engagementwith international partners.
• Strong cross-functional collaboration and communication skills; adaptable to a research-driven, fast-paced, and innovative work environment.

Overview:
First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is a core member of the firm's investment strategy team. The position carries primary responsibility for building and continuously refining the firm's asset allocation analytical framework, encompassing both Strategic Asset Allocation (SAA) and Tactical Asset Allocation (TAA). Responsibilities span systematic monitoring of macroeconomic conditions, policy environments, and multi-asset markets, alongside quantitative modelling and in-depth research, with the goal of producing forward-looking allocation strategies and investment recommendations.

Key Responsibilities:

• Independently design, develop, and continuously enhance the firm's SAA and TAA analytical systems. Apply mainstream methodologies including Modern Portfolio Theory, mean-variance optimization, the Black-Litterman model, and risk parity to translate theory and investment logic into executable quantitative strategies, establishing allocation models that balance long-term objectives with dynamic short-term adjustments.
• Systematically track domestic and international major asset classes and macroeconomic performance; lead the build-out and maintenance of macro and multi-asset monitoring systems; establish and continuously optimize a core database and quantitative analytical model framework spanning macro, market, and fundamental dimensions to enable dynamic assessment of economic cycles and market conditions.
• Regularly produce quarterly/annual strategic outlooks, monthly tactical recommendations, and thematic research reports to provide clear support for decision-making. Conduct scenario analysis, stress testing, and back-testing on allocation proposals to evaluate risk-return characteristics, and present findings professionally to the Investment Committee and Senior Management.
• Work closely with quantamental modelling, portfolio management, and product teams to translate asset allocation research into investment strategy inputs and product narratives; participate regularly in Investment Committee meetings to present macro views, asset allocation recommendations, and style rotation insights, supporting the firm's overall investment framework.

Qualifications & Requirements:

• Master's degree or above from a reputable domestic or international university in Finance, Economics, Statistics, or a related field; CFA / FRM designation is a plus.
• 3–5+ years of hands-on experience in asset allocation, portfolio management, or FOF/MOM research at an insurance company, large asset management firm, bank, or public fund; solid theoretical grounding in macroeconomics and asset pricing; demonstrated track record of independently building or meaningfully contributing to SAA/TAA frameworks.
• Ability to independently conduct multi-asset backtesting and scenario analysis; proficiency in Python, R, or MATLAB.
• Strong logical reasoning and market intuition, with the ability to translate complex macro analysis into actionable investment insights.
• Strong English communication skills; able to read overseas research reports fluently and write or present research findings in English.
• Strong cross-functional collaboration and communication skills; adaptable to a research-driven, fast-paced, and innovative work environment.

Overview:

First Plus is a licensed asset management firm deeply rooted in Asia-Pacific, with a strategic focus on the Asia-Pacific region. Grounded in fundamental research and shaped by both eastern and western perspectives, we have developed a distinct investment philosophy forged through market cycles and real-world complexity.

This role is a core member of the firm's quantamental team, with a primary focus on global equity markets including China, the US, and Southeast Asia. The position is responsible for the research, construction, and continuous refinement of fundamental multi-factor models. The successful candidate will be deeply involved in the full quantitative research pipeline — from factor discovery and strategy development through to backtesting and validation — while collaborating closely with data, technology, and trading teams to translate research into executable investment strategies. The role requires a combination of strong financial engineering fundamentals and hands-on quantitative research experience, with the ability to independently drive projects and innovate in a fast-paced, research-driven environment.

Key Responsibilities:

• Analyze multi-dimensional data across global equity markets (including China, the US, and Southeast Asia) to uncover quantifiable trading logic and build a multi-factor model framework centered on fundamental factors.
• Research and review cutting-edge academic literature; collect, analyze, and process equity fundamental data; conduct in-depth factor efficacy research including screening, construction, evaluation, and optimization; analyze factor stability, interpretability, and inter-factor correlations to support strategy enhancement.
• Develop quantitative strategies and optimize parameters; leverage backtesting and paper trading to continuously improve strategy adaptability, robustness across varying market environments, and long-term profitability.
• Oversee strategy risk management and backtesting analysis; apply risk models such as Barra for risk control; conduct strategy refinement and risk adjustment in response to evolving market conditions.
• Collaborate closely with data, technology, and trading teams to drive the efficient implementation and iterative optimization of quantitative strategies.

Qualifications & Requirements:

• Bachelor's degree or above from a reputable domestic or international university in Financial Engineering, Computer Science, Mathematics, Statistics, Finance, or a related field; strong English reading and writing skills.
• 3–5 years of experience in quantitative strategy research; solid grounding in financial engineering, statistics, mathematics, and finance; deep understanding of multi-factor strategies with particular strength in fundamental factor construction and optimization; candidates with live trading experience preferred.
• Strong understanding of equity markets and market analysis capabilities; genuine intuition and interest in fundamental investing, with the ability to refine factors and strategies in response to market dynamics.
• Proficiency in at least one programming language (Python, R, C++, or MATLAB); strong data processing and modeling capabilities to efficiently implement, optimize, and backtest quantitative strategies.