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Polymer Hires BlueCrest Manager Hurt in Japan’s August Shock

(Bloomberg) -- Polymer Capital Management has hired Chiga Murayama, a senior portfolio manager who left BlueCrest Capital Management after market swings led to widespread losses among yen rates traders in August.

Murayama joined the hedge fund firm as a portfolio manager in Singapore. His Monetary Authority of Singapore license with Polymer became active Monday, according to information posted on the regulator’s website. 

Murayama and a representative for Polymer declined to comment. 

Traditionally focused on Asia-Pacific equities, Hong Kong-based Polymer is following the footsteps of more established global peers into macro trading. Such diversification has helped multi-strategy firms like Millennium Management ride out volatility in any single asset class and expand the sources of returns. 

Macro portfolio managers typically seek to capture broad trends across asset classes, including equities, bonds, currencies and commodities. Polymer earlier this year recruited Rohan Kohli, formerly of Brevan Howard Asset Management, as a macro portfolio manager. Another macro portfolio manager, Geo Tan, joined from Pinpoint Asset Management, according to MAS data.

Led by former Point72 Asset Management Asia head Angus Wai, Polymer oversaw nearly $4.2 billion of assets by early October. It is a majority held by PAG, one of Asia’s largest alternative asset managers, which is part-owned by a Blackstone Inc. fund. 

Murayama and Yosuke Motegi, a junior portfolio manager on his team, left BlueCrest when their investment pod was shut after extreme market moves wreaked havoc on yen rates traders. 

A $1.1 trillion selloff in Japanese stocks during the rapid unwind of the so-called yen carry trade in early August prompted panicked investors to rush to the safety of government bonds. The benchmark 10-year JGB yield slid the most since 1999 as traders betting on rising Japanese interest rates sought to cover short positions.

Murayama joined BlueCrest in mid-2018, having previously headed JGB trading at Barclays Plc’s Japan unit and led BNP Paribas SA’s Japan fixed-income trading, according to his LinkedIn profile.

(Adds Polymer assets under management in sixth paragraph)

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