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VP/SVP, Quantitative Portfolio Strategist

GIC Private Limited
Singapore, Singapore
Closing date
Feb 4, 2023

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Job Function
Portfolio Management: Fixed Income
Industry Sector
Finance - General
Employment Type
Full Time
GIC is a custodian of Singapore's Reserves and a Sovereign Wealth Fund to secure Singapore's financial future. GIC is entrusted with a critical mission that impacts the lives of all Singaporeans. We are looking for the best talent to help us fulfil our commitment to the future of Singapore and its people.

GIC's Fixed Income Department (FI)

The Fixed Income department is responsible for managing the fixed income assets of the GIC portfolio and multi-asset strategies. Its universe is global and spans multiple sectors, including global interest rates, currencies, credit, emerging markets, securitized products, convertible bonds, equities and commodities. FI is currently structured into 4 broad functions:
  • Portfolio Management (Macro and Credit)
  • Research and Strategy (Macro and Credit)
  • Systematic Investment Group (Multi-Assets)
  • Portfolio Solutions Group

We are looking for an experienced Quantitative Portfolio Strategist to play a significant role to shape and augment our capital allocations and portfolio constructions processes with quantitative capabilities and tools to drive investment excellence.
You will get to learn, ideate and innovate with various asset classes' division heads and department leadership to impact the portfolio construction and management decisions at department and sub strategies level.
You will get to experience the integration of quantitative and fundamental investing.

What will you do as Quantitative Portfolio Strategist?

  • Conduct quantitative researches in the areas of risk budgeting, portfolio constructions and optimizations to help shape better allocations and portfolio construction decision makings
  • Implement and own the quantitative engine, tools and capabilities developed
  • Keep abreast of the latest developments and researches in risk budgeting, portfolio construction and optimization methodologies
  • Constantly think of ways to harness advance methods to our process where relevant and applicable
  • Provide thought leadership and be the go-to expert in the field of quantitative risk budgeting, portfolio constructions and optimizations
  • Delivers insights and analytics on an ongoing basis to allow Investment teams to understand their respective portfolio risks & returns drivers and exposures

What makes a successful candidate?

  • Prior relevant application experiences in quantitative risk budgeting, portfolio constructions and optimizations in a multi-assets setting
  • Application experiences and understanding of multi-assets risk models
  • Good listener and effective communicator that explains and convey ideas and concepts well
  • Team player that collaborates and works well with others
  • Possess good stakeholder management skills
  • Possesses Masters/PhD in Mathematics/Statistics/Operation Research/Quantitative Disciplines
  • Proficiency in the following programming languages - R/Python

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