Portfolio Manager — Fundamental Research (Global Equities, AI Infrastructure Focus)

The OpportunityUSD100M Singapore-based private investment office is seeking a Portfolio Manager with a strong fundamental research background to work directly with the Principal in managing a concentrated, actively traded global equities portfolio. The portfolio spans US, Japanese, and Hong Kong equities, with deep exposure to AI infrastructure — semiconductors, memory, photonics, optical networking, power, and the enabling supply chain beneath the hyperscalers. You live and breathe markets out of your own passion, generates ideas with rigorous fundamental work, and can move fast when the tape demands it, balancing short term trades with long term conviction.This is a high-velocity, high-conviction environment. Decisions happen in hours, not weeks, and there is no committee between an idea and the trade.What You'll DoOwn fundamental research across the book: build and maintain views on companies through earnings models, filings analysis (10-Ks/10-Qs, S-1s, 424Bs, prospectuses), supply-chain checks, and management/IR calls.Generate long and short ideas across the AI infrastructure value chain and adjacent sectors along with clarity on what data to monitor, and what exactly keeps the thesis alive or dead.Track capital markets events that may have immediate impact on the share prices of invested companies: equity offerings, ATMs, lock-up expirations, insider selling, share count dilution, convertible structures.Monitor positioning and flow context (options market structure, dealer gamma, CTA/systematic flows, institutional research) and integrate it with fundamental views. Fundamentals set the destination, flows set the path.Readiness to operate and be active during US market hours where 90% of the fund's exposure sits.Manage risk actively through drawdowns, regime shifts, and event windows (earnings, CPI/FOMC, product cycles). Sizing, hedging, and knowing when to do nothing are valued as highly as idea generation.Always be on the lookout for contrarian views with a willingness to change your mind when new data emerges, be constantly challenging your own assumptions and never confuses conviction with stubbornness.Candidate Profile8+ years of direct market exposure, having traded through at least two full market regimes. Candidates who have covered a complete semiconductor or memory cycle will be strongly preferred.Background in running or contributing to directional books: long-biased, long/short or concentrated single-manager funds, or a demonstrable track record compounding private capital at scale. Comfort with beta as a feature. The portfolio carries high, deliberate directional exposure; the role is to steward that exposure — knowing when to carry it in full, when to trim into structure, and when a drawdown is regime change versus positioning flush.Obsessed with markets. You read filings for enjoyment, you know what moved your names overnight before your first coffee, and a deep constant desire to understand how the world and capital markets are working every moment.Deep fundamental toolkit: financial statement analysis, valuation across frameworks, unit economics, dilution math, and the ability to read a capital structure and know who gets paid and who gets diluted.Sector fluency in semiconductors and AI infrastructure — you understand HBM roadmaps, foundry economics, optical interconnects, advanced packaging, and the difference between a genuine design win and a press release.AI is your assistant, not your answer. You use it for building dashboards, portfolio/trade flows analysis and initial checks, but you do not purely rely on it because it lacks sufficient world view context and you are capable of knowing how to build and develop the full map required to make real investment decisions.Nimble by temperament. You can hold a two-year thesis and still cut a position in an afternoon when the structure breaks. No ego attached to being long or short.Comfortable with options: you don't need to be a vol trader, but you should understand skew, gamma positioning, and how the derivatives market shapes equity price action within a two week timeframe.Intensity and durability. The portfolio is high-beta and high-risk by design, and the candidate must perform through drawdowns as well as rallies. You will accelerate on analysis and world view updates during high volatility periods to risk manage effectively and position the portfolio correctly.Independent, low maintenance and high-ownership: this is a lean operation with no analyst pool or support infrastructure beneath the role. You must be willing to own every decision made with no excuses.AdvantageousWorking proficiency in Japanese or Mandarin.Python for data pulls, screening, and dashboarding (EDGAR, FRED, market data APIs).Prior coverage of Japanese or Taiwanese industrials/electronics/technology supply chains.Familiarity with macro liquidity frameworks (Fed balance sheet mechanics, funding markets) as a risk overlay.CompensationBase salary: SGD 250,000–400,000, depending on experience.Performance bonus tied to risk-adjusted outperformance versus a semiconductor / AI-infrastructure benchmark. The portfolio is high beta by design. The candidate is compensated for alpha — security selection, timing, risk management, and structure trades that beat what passive exposure would have delivered on the same capital. Genuine outperformance is rewarded generously; beta is not paid for.How to ApplyApplications consisting of a CV alone will not be considered. Candidates should submit:A one-page writeup of a current idea in the AI infrastructure space.A short note on the worst trade of your career and what it changed about your process.