AVP/VP, Quantitative Strategist, Fixed Income & Multi Asset

GIC Private Limited; London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

Join a leading sovereign wealth fund as a Quantitative Strategist in London, where your skills in financial modeling and risk analysis will drive excellence in investment decisions. Collaborate with top-tier professionals and leverage your quantitative expertise on complex financial products, all while fostering a culture of innovation and agility.

Benefits

Flexible working arrangements

Professional development opportunities

Qualifications

• Strong programming skills in Python, experience in coding financial models.
• Solid understanding of structured products and their mechanics.
• Experience with statistical techniques and data analysis.

Responsibilities

• Perform risk analysis and model development for structured products.
• Apply advanced mathematical techniques to solve complex financial problems.
• Communicate quantitative concepts effectively to non-technical stakeholders.

Skills

Quantitative Analysis

Programming in Python

Statistical Skills

Problem Solving

Communication

Education

Bachelor's or Master's degree in a quantitative field

Tools

AWS

Database Management

Job description

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AVP/VP, Quantitative Strategist, Fixed Income & Multi Asset

Location:

London, GB

Job Function: Fixed Income & Multi Asset

Job Type: Permanent

GIC is one of the world’s largest sovereign wealth funds. With over 2,000 employees across 11 offices around the world, we invest in more than 40 countries globally across asset classes and businesses. Working at GIC gives you exposure to an extraordinary network of the world’s industry leaders. As a leading global long-term investor, we Work at the Point of Impact for Singapore’s financial future, and the communities we invest in worldwide.

Investment Insights Group
The Investment Insights Group (IIG) comprises of a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance for GIC. While quantitative researchers reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects.

What impact can you make in this role?

We are seeking a highly skilled and motivated Quantitative Strategist to join our Alternative Credit Group (ACG). This role offers the opportunity to work on complex financial products, including structured products and other forms of asset-backed financing. The ideal candidate will have a strong quantitative background, excellent programming skills, and a deep understanding of structured products.

What will you do as a Quantitative Strategist?

• Risk Analysis: Understand the mechanics of structured products and apply this knowledge to model development and risk analysis.
• Quantitative Techniques: Apply advanced mathematical and statistical techniques to solve complex problems and make data-driven decisions.
• Financial Modelling: Develop and maintain financial models in Python, ensuring they accurately represent financial scenarios and risks.
• Data Management: Work with AWS and databases to manage and analyse large datasets.
• Communication: Communicate complex quantitative concepts and solutions effectively to stakeholders, including traders, portfolio managers, and risk managers.
• Collaboration: Collaborate with other teams, including technology, risk management, and trading, to integrate quantitative models into broader business processes.

What qualifications or skills should you possess in this role?

• Bachelor's or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Engineering, Computer Science, or a related field.
• Strong programming skills in Python, with experience bringing code to production.
• Solid understanding of structured products and their mechanics.
• Strong mathematical and advanced statistical skills.
• Experience in coding financial models in Python.
• Familiarity with AWS and database management.
• Problem solving skills with the capacity to understand an issue and propose solutions.
• Excellent communication skills, with the ability to explain complex concepts to non-technical stakeholders.

Preferred:

• Experience with other programming languages or tools used in quantitative finance.
• Experience in working with Intex Performance and Loan level data.
• Prior quantitative work in asset backed financing space
• Good to have experience with delinquency, prepayment, recovery modelling for structured products.

Work at the Point of Impact
We need to be forward-looking to attract the right people to help us become the Leading Global Long-term Investor. Join our ambitious, agile, and diverse teams - be empowered to push boundaries and pursue innovative ideas, share your views, and be heard.Be anchored on our PRIME Values: Prudence, Respect, Integrity, Merit and Excellence, which guides us in how we make our day-to-day decisions. We strive to inspire. To make an impact.

Flexibility at GIC
At GIC, our offices are vibrant hubs for ideation, professional growth, and interpersonal connection. At the same time, we believe that flexibility allows us to do our best work and be our best selves. Thus, our teams come into the office four days per week to harness the benefits of in-person collaboration, but have the flexibility to choose which days they work from home and adjust this arrangement as situational needs arise.

We are an Equal Opportunity Employer

All applicants who qualify for the role will receive consideration for employment without regard to race, age, religion, sexual orientation, gender identity/expression, socio economic background or disabilities. GIC (Europe) is signed up to the Halo Code and a Disability Confident Employer. Please [e-mail] at any point of the application or interview process if adjustments need to be made due to a disability.

Learn more about our Investment Insights Group Department here: