Senior Portfolio Architect - Quantitative Cross Asset Solutions

GIC; Singapore; Presencial; SGD 180.000 - 300.000; Jornada completa

Descripción de la vacante

GIC is seeking an AVP Portfolio Manager in Singapore to translate portfolio objectives and market views into target allocations and rebalancing recommendations. You will lead research on robust optimisation, risk budgeting, and multi-period allocation, collaborating with sub-portfolio teams to implement end-to-end portfolio construction and risk management.

You will present actionable insights to senior management, ensuring clear, decision-ready analysis and robust risk controls in a dynamic,

Formación

• PhD or Master's in a quantitative field from a leading university.
• 2–5 years of experience leading portfolio construction efforts at a top-tier investment fund.
• Ability to formulate optimisation problems, design constraints and diagnose unstable solutions, and to apply risk decomposition and budgeting.
• Strong coding skills in Python (or R) and SQL, including hands-on use of optimisation libraries and solvers.
• Excellent written and spoken English, with the ability to present complex ideas clearly to senior decision-makers.
• Highly detail-oriented, rigorous and self-motivated, with intellectual curiosity and the confidence to challenge constructively.

Responsabilidades

• Turn the portfolio's objectives, capital market assumptions, factor views, risk appetite and constraints into target allocations and rebalancing recommendations.
• Lead the team's portfolio construction research including robust and Bayesian extensions and risk budgeting.
• Develop and maintain systematic portfolio rebalancing frameworks and monitor risks with forward-looking scenario analysis.
• Calibrate and roll out the PC framework with sub-portfolio teams and present findings to senior management in clear papers.

Conocimientos

Python

SQL

Optimization libraries

AI/ML and LLM tools

English communication

Educación

PhD or Master's in a quantitative field from a leading university

Descripción del empleo

GIC is seeking an AVP Portfolio Manager in Singapore to translate portfolio objectives and market views into target allocations and rebalancing recommendations. You will lead research on robust optimisation, risk budgeting, and multi-period allocation, collaborating with sub-portfolio teams to implement end-to-end portfolio construction and risk management.

You will present actionable insights to senior management, ensuring clear, decision-ready analysis and robust risk controls in a dynamic,