AVP, Portfolio Manager – Systematic Volatility

GIC; Singapore; Híbrido; SGD 180.000 - 320.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Flexible work arrangements

Access to industry network

Descripción de la vacante

GIC is seeking an AVP, Portfolio Manager to develop and manage systematic volatility strategies in FX and commodities. You will research, backtest, and monitor portfolio risks, collaborating with a skilled team to influence investment decisions.

The ideal candidate has a Master’s or PhD in a quantitative field, 2–5 years in volatility strategies, strong coding in Python or R, and excellent communication to present complex ideas to senior management.

Formación

• Master’s or PhD in a quantitative field such as Mathematics or Financial Engineering.
• 2–5 years of experience with systematic volatility strategies in FX or commodities.
• Strong understanding of options pricing and volatility dynamics.
• Coding skills in Python or R and experience with large datasets.
• Excellent communication and a detail-oriented, self-motivated mindset.

Responsabilidades

• Develop and manage systematic volatility strategies in FX and commodities.
• Create models to forecast volatility and assess market conditions.
• Conduct thorough research and backtesting of strategies.
• Monitor portfolio risks and ensure compliance with guidelines.
• Present strategy proposals and performance insights to senior management.

Conocimientos

Quantitative skills

Research & backtesting

Strong communication

Detail-oriented

Educación

Master’s or PhD in a quantitative field

Herramientas

Python

R

Backtesting

Descripción del empleo

The AVP, Portfolio Manager role at GIC involves developing and managing systematic volatility strategies in FX and commodities. You’ll be responsible for conducting research, backtesting strategies, and monitoring portfolio risks. This position offers a chance to work with a talented team and make a significant impact on investment decisions.

What You’ll Do

• Develop and manage systematic volatility strategies in FX and commodities.
• Create models to forecast volatility and assess market conditions.
• Conduct thorough research and backtesting of strategies.
• Monitor portfolio risks and ensure compliance with guidelines.
• Present strategy proposals and performance insights to senior management.

What You Need

• Master’s or PhD in a quantitative field like Mathematics or Financial Engineering.
• 2-5 years of experience with systematic volatility strategies in FX or commodities.
• Strong understanding of options pricing and volatility dynamics.
• Solid coding skills in Python or R, and experience with large datasets.
• Excellent communication skills to present complex ideas clearly.
• Detail-oriented and self-motivated with a strong commitment to quality.

What You’ll Love

• Work with a diverse and talented team in a dynamic environment.
• Opportunity to make a real impact on investment strategies.
• Flexible work arrangements to balance personal and professional life.
• Access to a vast network of industry leaders and resources.

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.
• GIC focuses on long-term investment strategies for sustainable growth.