Portfolio Manager, Systematic Volatility (FX/Commodities)

GIC; Singapore; On-site; SGD 180,000 - 320,000; Full time

Job summary

GIC invites a seasoned Portfolio Manager to lead systematic volatility strategies across FX and commodity markets. You will contribute to research, development, and implementation, including risk management and performance monitoring.

You will own model development, backtesting, and post-trade analysis, presenting insights to senior management. A strong quantitative background and coding skills are essential for this high-impact role.

Qualifications

• Master's or PhD in a quantitative discipline from a leading university.
• 2–5 years in developing and managing systematic volatility strategies in FX/commodities is preferred.
• Strong understanding of options pricing theory and volatility surface modelling.

Responsibilities

• Design and develop systematic volatility strategies for FX and commodities.
• Lead end-to-end research from hypothesis design to backtesting and validation.
• Evaluate build vs buy options including bank QIS allocations and trading feasibility.

Skills

Python

SQL

English

Education

Master's or PhD in quantitative field

Tools

Pricing libraries

Backtesting frameworks

Job description

GIC invites a seasoned Portfolio Manager to lead systematic volatility strategies across FX and commodity markets. You will contribute to research, development, and implementation, including risk management and performance monitoring.

You will own model development, backtesting, and post-trade analysis, presenting insights to senior management. A strong quantitative background and coding skills are essential for this high-impact role.