AVP, Portfolio Construction & Engineering

GIC; Singapore; On-site; SGD 180,000 - 280,000; Full time

Benefits offered by this job

Flexible work arrangements

Global offices

Industry network access

Diverse team

Job summary

GIC is seeking an AVP, Portfolio Manager to lead portfolio construction and develop systematic investment solutions. You will translate broad objectives into target allocations and rebalancing rules while collaborating with teams across global offices.

The role emphasizes research leadership, presenting insights to senior management, monitoring risks, and conducting scenario analysis. A PhD or Master's in a quantitative field and 2–5 years in portfolio construction are required, with flexible

Qualifications

• PhD or Master’s degree in a quantitative field such as Mathematics or Financial Engineering.
• 2–5 years of portfolio construction experience at a top investment fund.
• Strong optimization and risk analysis capabilities.
• Good understanding of multi-asset portfolios and derivatives.
• Proficient in Python or R and SQL.
• Excellent communication and presentation skills.
• Detail-oriented and self-motivated.

Responsibilities

• Translate portfolio objectives into target allocations and rebalancing recommendations.
• Develop and maintain the portfolio construction framework.
• Set standards for risk measures and input estimations.
• Collaborate with teams to calibrate and implement the framework.
• Present findings and recommendations to senior management.
• Lead research efforts in portfolio construction techniques.
• Monitor portfolio risks and conduct scenario analysis.

Skills

Optimization

Risk analysis

Multi-asset understanding

Derivatives understanding

Communication

Detail-oriented

Self-motivated

Education

PhD or Master’s degree in a quantitative field like Mathematics or Financial Engineering

Tools

Python

R

SQL

Job description

The AVP, Portfolio Manager role at GIC involves managing portfolio construction and engineering systematic solutions. You’ll work on translating investment objectives into actionable strategies while collaborating with various teams. This position offers a chance to lead research efforts and present insights to senior management, all within a dynamic and supportive environment.

What You’ll Do

• Translate portfolio objectives into target allocations and rebalancing recommendations.
• Develop and maintain the portfolio construction framework.
• Set standards for risk measures and input estimations.
• Collaborate with teams to calibrate and implement the framework.
• Present findings and recommendations to senior management.
• Lead research efforts in portfolio construction techniques.
• Monitor portfolio risks and conduct scenario analysis.

What You Need

• PhD or Master’s degree in a quantitative field like Mathematics or Financial Engineering.
• 2-5 years of experience in portfolio construction at a top investment fund.
• Strong skills in optimization problems and risk analysis.
• Good understanding of multi-asset portfolios and derivatives.
• Proficient in Python or R and SQL.
• Excellent communication skills for presenting complex ideas.
• Detail-oriented and self-motivated with a strong work ethic.

What You’ll Love

• Work with a diverse and talented team across global offices.
• Opportunity to influence investment strategies and decisions.
• Flexible work arrangements to balance personal and professional life.
• Access to a vast network of industry leaders and experts.

About the Firm

• GIC is one of the world’s largest sovereign wealth funds.
• They invest globally across various asset classes and businesses.
• The firm values diversity and inclusion in its workforce.