Strategic Liquidity & ALM Portfolio Manager

GIC PRIVATE LIMITED; Singapore; Hybrid; SGD 180,000 - 320,000; Full time

Job summary

GIC invites a Portfolio Manager in Balance Sheet Management Group to lead liquidity risk and ALM initiatives, managing GIC’s liquidity and funding/currency hedging across global markets.

You will build frameworks, develop quantitative models, and collaborate with internal and external partners to enhance liquidity resilience and implement enterprise-level strategies.

Strong 7+ years in treasury/markets and programming skills are highly desirable; Singapore base with hybrid work arrangement.

Qualifications

• 7+ years of experience in a Treasury/Markets or Prime Brokerage Financing/Financial Resource Management role, with a focus on liquidity risk
• Expertise in ALM concepts, liquidity frameworks and liquidity risk management practices, preferably at large sell-side or buy-side institutions
• Strong fundamental understanding and proficiency with liquidity-related analytics such as forecasting/projections, simulation/modeling, stress-testing/scenario-design, as applied to ALM and derivative portfolios
• Experience with STIR/FX market instruments and an understanding of their fundamental drivers would be desirable
• Excellent critical thinking and analytical ability, with attention to detail
• Good interpersonal and communication skills; effective in building partnerships and articulating business case to influence and positively impact business outcomes
• Programming skills (Python, R, SQL, Tableau) and quantitative experience (e.g. optimisation, systematic strategies) with a track record of implementation would be highly desirable
• Experience with projects that involve technology/systems build or significant cross-team collaboration would be advantageous

Responsibilities

• Dynamically manage GIC’s liquidity portfolio, financing requirements, and Total Portfolio currency hedges across time horizons, including short-term interest (STIR) and funding risks spanning global FX and money markets
• Contribute to building frameworks and quantitative models to expand GIC’s liquidity management capabilities, deepen liquidity risk management practices, and strengthen Total Portfolio liquidity resilience
• Develop analytical tools to optimized delivery of the GIC Portfolio’s implementation requirements across cash, securities and derivative instruments, integrating liquidity and collateral considerations
• Work closely with BMG’s business partners (internal and external) to develop a best-in-class platform that supports GIC’s scale and portfolio requirements
• Add value from BMG’s activities by identifying and capitalising on global STIR and financing market opportunities, with an enterprise lens
• Generate insights and offer thought leadership on relevant funding and money markets globally

Skills

ALM concepts

Liquidity risk

STIR/FX

Python

R

SQL

Tableau

Analytical thinking

Communication

Tools

Python

R

SQL

Tableau

Job description

GIC invites a Portfolio Manager in Balance Sheet Management Group to lead liquidity risk and ALM initiatives, managing GIC’s liquidity and funding/currency hedging across global markets.

You will build frameworks, develop quantitative models, and collaborate with internal and external partners to enhance liquidity resilience and implement enterprise-level strategies.

Strong 7+ years in treasury/markets and programming skills are highly desirable; Singapore base with hybrid work arrangement.