AVP/VP, Total Portfolio Risk Manager, Risk & Performance Management Department (Contract)

GIC Private Limited; Singapore; Hybrid; SGD 100,000 - 130,000; Full time

Job summary

A global investment firm in Singapore is seeking a Total Portfolio Risk Manager to provide independent risk assessment and advice on portfolio management. The ideal candidate must have a graduate degree and a minimum of 8 years of experience in quantitative roles, with expertise in risk factor analysis and programming. This position requires excellent communication skills and a proactive approach to decision-making. The firm offers a supportive work culture with flexibility in working arrangements.

Qualifications

• Minimum 8 years of relevant experience in a quantitative role.
• Expertise in multi-asset modelling and scenario-based stress testing.
• Strong statistical foundations and programming skills.

Responsibilities

• Deliver independent risk advice for portfolio construction.
• Develop risk and performance attribution frameworks.
• Build risk modelling for investment strategies.

Skills

Quantitative analysis

Risk factor analysis

Programming (R, Python)

Communication skills

Education

Graduate degree in Economics, Finance, Mathematics, Statistics, Engineering or related analytical fields

Job description

Location: Singapore, SG

Job Function: Risk & Performance Management Department

Job Type: Contract

GIC is one of the world’s largest sovereign wealth funds. With over 2,000 employees across 11 locations 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.

Risk and Performance Management Department

We work collaboratively across teams to help guard against blind spots and ensure that all relevant risks are considered and duly addressed.

You will provide an independent and objective view of investment risk and performance drivers of the total portfolio, across asset classes and strategies.

What impact can you make in this role?

You will be part of a team that is responsible for the independent assessment, measurement, monitoring, and reporting of GIC’s market, credit, and operational risk profiles.

What will you do as a Total Portfolio Risk Manager?

Strategic advisory on total portfolio risk and asset allocation:

• Deliver independent risk advice to support portfolio construction and asset allocation decisions across the total portfolio.
• Develop and apply risk and performance attribution and decomposition frameworks to explain performance drivers in risk factor language.
• Review and validate capital market assumptions (CMAs), including uncertainty ranges, to inform strategic and tactical allocation.
• Apply quantitative analysis to inform portfolio design and risk-taking decisions, integrating capital market assumptions (CMAs), scenario modelling and optimisation techniques.

Development of advance portfolio risk analytics:

• Customised risk modelling (top-down or bottom-up) for specific investment strategies and asset classes to capture unique risk-return characteristics.
• Build frameworks leveraging economic scenario models to integrate market views across multiple horizons using techniques such as Black-Litterman and Entropy Pooling.

What qualifications or skills should you possess in this role?

• Graduate degree in Economics, Finance, Mathematics, Statistics, Engineering or related analytical fields.
• Minimum 8 years of relevant experience in a quantitative role. Buy-side exposure will be an advantage.
• Expertise in multi-asset modelling, risk factor analysis and scenario-based stress testing.
• Experience with advanced portfolio optimisation techniques (e.g., robust, global optimisation, entropy-based methods, regularisation approaches, multi-horizon) is a plus.
• Strong statistical foundations and programming skills (R, Python, …), with experience with time-series and panel data analysis.
• Excellent communication skills; able to simplify complex quantitative concepts for impact.
• Highly organised, proactive and capable of influencing outcomes under tight deadlines.
• Keen attention to detail, strong work ethic, and effective team player in a fast-paced environment.
• Strong ethical compass, demonstrable integrity and a commitment to doing the right thing.

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 Risk & Performance Management Department here: https://gic.careers/group/risk-performance-management/