AVP/VP, Fixed Income and Multi Asset, Macro Quant (FX and Rates) - Portfolio Manager (JR 16169)

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

Job summary

A global investment firm in Singapore is looking for a Portfolio Manager to enhance investment strategies and manage multi-asset models. The role demands 6-15 years of experience in quantitative research, proficiency in R or Python, and strong analytical skills. Collaborating with the Global Trading Unit, the successful candidate will manage strategies and monitor market trends. The firm values diversity and provides flexible working conditions, promoting professional growth and innovative ideas.

Qualifications

• 6-15 years of experience in quantitative research and portfolio management.
• Experience sourcing alternative data sets is a plus.
• Familiarity with multi-asset risk models.

Responsibilities

• Identify and implement systematic models and portfolio solutions.
• Manage existing multi-asset models and strategies.
• Monitor market conditions and manage portfolio risks.

Skills

Quantitative research

Portfolio management

R or Python proficiency

Strong communication skills

Education

Bachelor's degree in finance, economics, statistics, or related field

Post Graduate degrees (MS/PhD)

Tools

Data analysis software

Job description

Overview

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.

Fixed Income and Multi Asset

Our team employs a broad range of investment strategies that span macro, credit, and quantitative investing, including multi-asset, benchmark-agnostic, constrained, indexed, and thematic strategies.

Multi Asset Quant Solutions

The team manages systematic trading models and portfolio solutions, designed to generate alphas focusing on behavioral inefficiencies, differentiated data, and in less crowded markets; while improving the overall risk-adjusted returns and mitigating drawdowns for different portfolios in Fixed Income & Multi Asset.

What will you do as a Portfolio Manager

• Identify high-impact research and initiate, design, and implement systematic models and portfolio solutions to increase the convexity and robustness for different mandates across fixed income, currencies, and commodities.
• Manage existing multi-asset models and strategies in futures and forwards, by collaborating closely with the Global Trading Unit on optimal execution and pre-/post-trade analysis.
• Monitor market conditions and risk management of portfolios as necessary to stay ahead of changing trends and dynamics and contribute actively to the broader understanding and discussion of macro dynamics from a systematic lens.

What qualifications or skills should you possess in this role?

• 6-15 years of experience in quantitative research and portfolio management, preferably in a multi-asset role with demonstrated ability to generate and execute ideas/trades that are profitable and scalable; Rates, FX and Commodities.
• Experience in sourcing alternative and unique datasets is a plus.
• Bachelor's degree in finance, economics, statistics, or other related quantitative field from a leading university. Post Graduate degrees (MS/PhD) would be viewed favorably.
• Exceptional quantitative and analytical skills, with the ability to use data to research and backtest investment intuitions and hypotheses. Familiarity with portfolio construction methodologies and multi-asset risk models is a plus.
• Strong technical and coding skills. Proficiency in R or Python is essential.
• Strong communication skills, with the ability to influence and collaborate across teams.
• Self-motivated with a keen eye for detail and a commitment to delivering high-quality work.

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

GIC is an equal opportunity employer, and we value diversity. We do not discriminate based on race, religion, color, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status. We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment.

Please email [e-mail] at any point of the application or interview process if adjustments need to be made due to a disability.

Learn more

Learn more about our Fixed Income and Multi Asset Department here: https://gic.careers/group/fixed-income/

To be considered for the role, please submit a formal application through the GIC Careers site at

https://careers.gic.com.sg/job-invite/16169/