Associate/AVP, Portfolio Manager, Cross Asset, Portfolio Engineering and Solutions

GIC Private Limited; Singapore; On-site; SGD 180,000 - 320,000; Full time

Job summary

GIC Private Limited in Singapore is seeking an Associate/AVP for Cross‑Asset Portfolio Engineering and Solutions. You will design and implement systematic models and investment frameworks across multi‑asset classes with a focus on portfolio resilience.

You will research macro alpha strategies, backtest rigorously with Python or R, manage external manager relationships, and collaborate with global teams to drive innovative total portfolio solutions.

Qualifications

• 3+ years in quantitative research, portfolio management, or external fund investment.
• Strong knowledge of fixed income and currency markets.
• Bachelor’s degree in finance, economics, statistics, or related field.
• Quantitative skills and ability to backtest hypotheses with data.
• Coding skills in Python or R for model development and analysis.
• Fluent English communication, both written and verbal.

Responsibilities

• Design, build and implement systematic models and investment frameworks across cross-asset strategies.
• Research, design and backtest macro alpha models using rate, FX, equity and commodity instruments.
• Manage existing multi-asset models and improve risk-return characteristics.
• Oversee relationships with external managers and coordinate with portfolio teams.

Skills

Quantitative research

Portfolio management

Fixed income markets

Currency markets

English proficiency

Education

Bachelor's degree in finance/economics/statistics

Tools

Python

R

Job description

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Associate/AVP, Portfolio Manager, Cross Asset, Portfolio Engineering and Solutions

Location: Singapore, SG

Job Function: Portfolio Execution & Solutions Group

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.

Portfolio Execution & Solutions Group

We have teams in Singapore, London and New York, and we provide a full spectrum of services for the Total Portfolio. These include trading and structured advisory, funding and liquidity management, securities lending, beta management, portfolio rebalancing, applied quantitative research, and counterparty relationship management. We also deliver systematic portfolio solutions and innovation, such as portfolio construction techniques and tail-risk management, to strengthen total portfolio construction and resilience.

You will be part of a team that engineers systematic, cross-asset solutions with a Total Portfolio and ownership mindset. The team comprises Portfolio Construction & Convexity, EQ Solutions, Cross-Asset Solutions and Solutions Research.

What will you do as a Cross-Asset Portfolio Manager?

• Design, build and implement systematic models, portfolio solutions and investment frameworks that increase the convexity and robustness of the total portfolio.
• Research, design and implement systematic macro alpha models using any combination of interest rate swaps, bond futures, CDX/CDS, FX swaps, inflation swaps, equity index futures and commodity futures.
• Manage existing multi-asset linear models and strategies in futures and swaps, applying detailed working knowledge of the underlying macro risks. Evaluate and propose enhancements to current models.
• Manage the strategic relationship with some of GIC’s largest external managers.

What qualifications or skills should you possess in this role?

Required

• At least 3 years of experience in quantitative research, portfolio management, or external fund investment, including working independently on open-ended research questions.
• Detailed working knowledge of fixed income and currency markets, together with exposure to broader multi-asset markets.
• Bachelor’s degree with a major in finance, economics, statistics, or other related quantitative field, or equivalent practical experience.
• Quantitative and statistical skills sufficient to research and backtest investment intuitions and hypotheses using data, with accuracy in model validation and testing.
• Coding skills in Python or R, applied to model development and analysis.
• Ability to explain complex quantitative ideas clearly in English, in writing and verbally, and to build agreement with colleagues across teams.

Nice to have

• Familiarity with portfolio construction methodologies.
• Experience in external fund investment and due diligence, including fund structuring, set-up, and manager relationship management.

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.

GIC is an equal opportunity employer

As an employer, we passionately believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of GIC teams to drive competitive performance. An inclusive environment yields exceptional contribution.

Learn more about our Portfolio Execution and Solutions Group Department here:

https://gic.careers/departments/portfolio-execution-solutions-group/