AVP Portfolio Manager - Systematic Volatility FX/Commodities

Growth Equity Interview Guide; Singapore; Hybrid; SGD 180,000 - 320,000; Full time

Benefits offered by this job

Flexible work arrangements

Access to industry network

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Quantitative skills

Research & backtesting

Strong communication

Detail-oriented

Education

Master’s or PhD in a quantitative field

Tools

Python

R

Backtesting

Job description

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.