Assoc/AVP, Quantitative Strategist (Volatility & Portfolio Construction), Total Portfolio Solut[...]

GIC PRIVATE LIMITED; Singapore; Hybrid; SGD 80,000 - 120,000; Full time

Job summary

A leading sovereign wealth fund in Singapore is seeking an Assoc/AVP, Quantitative Strategist (Volatility & Portfolio Construction) to work on portfolio construction frameworks and strategies. The ideal candidate holds a degree in a quantitative discipline and has programming skills in Python or R. This role involves collaborating on option strategies and managing portfolio risks, providing an opportunity to significantly impact investment outcomes.

Benefits

Flexible work arrangement

Professional growth opportunities

Qualifications

• Any level of education, from Bachelor's to Ph.D. is welcome.
• Ability to interpret complex data and develop actionable insights.
• Understanding of investment strategies across various asset classes.

Responsibilities

• Collaborate with portfolio managers on option strategies.
• Design and implement top-down portfolio construction frameworks.
• Identify, measure, and manage portfolio risks using quantitative methods.

Skills

Intermediate programming skills (Python or R)

Deep understanding of financial markets

Strong analytical and problem-solving skills

Experience with volatility strategies

Education

Degree in a technical or quantitative discipline (e.g., engineering, physics, computer science, mathematics)

Job description

Overview

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.

About Total Portfolio Solutions

The Total Portfolio Solutions (TPS) group optimises the performance of the GIC Portfolio by managing top-down cross-asset investment strategies and rebalancing the portfolio. This includes overseeing alternative investment strategies and quantitative solutions to maximise the impact of the total portfolio.

Role

What will you do as an Assoc/AVP, Quantitative Strategist (Volatility & Portfolio Construction), Total Portfolio Solutions:

• Volatility
• Collaborate with portfolio managers on the end-to-end development and management of option strategies in Equities, Fixed Income and Commodities
• Apply scientific methods to generate volatility insights and integrate them with the team\'s risk management and portfolio construction processes

• Portfolio Construction & Management
• Design and implement top-down portfolio construction frameworks for cross-asset portfolios; develop and maintain quantitative models to support strategy allocation decisions
• Identify, measure, and manage portfolio risks using quantitative methods, ensuring alignment with investment objectives and risk tolerance

Qualifications

• A degree in a technical or quantitative discipline (e.g., engineering, physics, computer science, mathematics) - any level welcome, from Bachelor\'s to Ph.D.
• Intermediate programming skills in at least one scripting language (preferably Python or R) or a compiled language (C/C++, Java)
• Deep understanding of financial markets, risk models, and investment strategies across various asset classes
• Strong analytical and problem-solving skills, with the ability to interpret complex data and develop actionable insights
• Experience working on volatility strategies and data will be preferred

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.

EEO Statement

GIC is an equal opportunity employer. We value diversity and do not discriminate based on race, religion, color, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status. We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment.

Please email [e-mail] at any point of the application or interview process if adjustments need to be made due to a disability.

Learn more

Learn more about our Total Portfolio Solutions Department here: https://gic.careers/departments/total-portfolio-solutions/

Application

To be considered for the role, please submit a formal application through the GIC Careers site at: https://careers.gic.com.sg/job-invite/16449/