AVP/VP, Cross-Asset Portfolio Implementation Lead

GIC; Singapore; Hybrid; SGD 120,000 - 180,000; Full time

Job summary

GIC is seeking a Cross-Asset Implementation Portfolio Manager to design, validate and implement systematic trading strategies across multiple asset classes. The role involves portfolio rebalancing, risk monitoring and close collaboration with researchers, traders and technologists.

The ideal candidate has 3–5 years in quantitative research, trading or portfolio management, strong knowledge of fixed income and currency markets, and proficiency in Python or R.

Qualifications

• 3–5 years of experience in quantitative research, trading and/or portfolio management in macro/cross-asset markets.
• Strong financial knowledge and judgement, including market microstructure understanding (fixed income and currency).
• Excellent attention to detail and accuracy across portfolios and activities.
• Proficiency in R or Python for research, analysis and implementation.
• Clear English communication; able to present strategies and explain ideas effectively.

Responsibilities

• Contribute to research to design, enhance and validate medium- to high-capacity systematic trading strategies across multiple asset classes.
• Advance implementation research and develop solutions for multi-asset strategies and instruments.
• Perform portfolio management tasks including strategy rebalancing, position monitoring and risk management.
• Develop and improve processes for portfolio management and implementation strategy across different instruments and vehicles.
• Collaborate with senior portfolio managers, researchers, trading and technologists to integrate models into production and enhance investment workflows.

Skills

Quantitative research

Portfolio management

English communication

Attention to detail

Financial knowledge

Tools

R

Python

Job description

GIC is seeking a Cross-Asset Implementation Portfolio Manager to design, validate and implement systematic trading strategies across multiple asset classes. The role involves portfolio rebalancing, risk monitoring and close collaboration with researchers, traders and technologists.

The ideal candidate has 3–5 years in quantitative research, trading or portfolio management, strong knowledge of fixed income and currency markets, and proficiency in Python or R.