Senior Quantitative Researcher - Equity Beta & Portfolio

GIC; Singapore; Hybrid; SGD 180,000 - 240,000; Full time

Job summary

GIC is hiring a Quantitative Research Analyst within the Portfolio Exposure & Liquidity group to advance ELR’s research agenda and support total portfolio decisions. You will deliver quantitative research, modelling and implementation strategies for equity beta portfolios as part of a global team.

The role combines rigorous data analysis with market intuition to deliver robust insights, with responsibilities spanning equity index research, rebalancing, and tools development for portfolio

Qualifications

• 5+ years of relevant working experience in equity index rebalancing, index research, ETF or benchmark portfolio management, equity beta, or related investment research.
• Strong Python skills, statistical modelling, back-testing, portfolio construction and optimization, and comfort working with large financial datasets.
• Candidates with a track record of implementation would be highly desirable.

Responsibilities

• Develop quantitative tools and analytics to optimise the management and delivery of equity beta exposures, in the context of GIC’s Total Portfolio implementation requirements.
• Propose research ideas, formulate hypotheses, and conduct data-driven analysis relating to equity index management, to minimise tracking error and capture opportunities due to market inefficiencies.
• Contribute to research process design, documentation, and continuous improvement and platforming of the team’s quantitative toolkit while ensuring alignment with enterprise architecture.
• Partner with portfolio managers and traders to translate research findings into practical implementation plans and repeatable decisions for optimal management of equity beta portfolios.
• Contribute to broader ELR research topics, including funding and currency hedging, rebalancing strategies, liquidity risk management, and exposure-management decisions.

Skills

Python

Statistical modelling

Back-testing

Portfolio construction

Data analysis

Communication

Education

Mathematics / Physics / Statistics / Computer Science / Finance degree

Tools

Pandas

NumPy

SQL

Job description

GIC is hiring a Quantitative Research Analyst within the Portfolio Exposure & Liquidity group to advance ELR’s research agenda and support total portfolio decisions. You will deliver quantitative research, modelling and implementation strategies for equity beta portfolios as part of a global team.

The role combines rigorous data analysis with market intuition to deliver robust insights, with responsibilities spanning equity index research, rebalancing, and tools development for portfolio