Associate/AVP, Portfolio Manager (Macro), Total Portfolio Solutions

Location: Singapore, SG

Job Function: Total Portfolio Solutions

Job Type: Permanent

Req ID: 16322

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.

Total Portfolio Solutions

TPS works closely with GIC’s Group Chief Investment Officer on top-down portfolio management solutions. One of the team’s mandates is to design and implement long-term and medium-term multi-asset class strategies to maximize impact to the total portfolio.

What will you do as an Associate/AVP, Portfolio Manager (Macro)?

• Research, design and implement medium capacity systematic macro alpha models (FX, FI, Commodities, Inflation, Credit).
• Innovate, engineer and implement systematic models and portfolio solutions to increase the convexity and robustness of GIC’s Total Portfolio.
• Manage existing multi-asset linear models and strategies in futures, swaps and forwards, with a deep understanding of the macro risks. Evaluate and suggest potential enhancements to current models.
• Manage the relationship and knowledge transfer with some of GIC’s key macro external managers, including facilitating communication between the senior management of both firms.

What qualifications or skills should you possess in this role?

• 2-5 years of experience in macro quantitative research, trading or portfolio management, preferably in a multi-asset role with demonstrated ability to generate and execute ideas/trades that are profitable and scalable.
• Expertise in systematic cross-asset signals is a plus.
• Bachelor's degree with a major in finance, economics, statistics, or other related quantitative field from a leading university. Other courses taken in the humanities is a plus.
• Exceptional quantitative and statistical skills, with the ability to use data to research and backtest investment intuitions and hypotheses. Familiarity with portfolio construction methodologies is a plus.
• Strong technical and coding skills. Proficiency in R or Python is essential.
• Strong English communication skills. The ability to present strategies and share coherent ideas with senior management is required.

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 grphrodtaops@gic.com.sg at any point of the application or interview process if adjustments need to be made due to a disability.

Learn more about our Total Portfolio Solutions Department here: Total Portfolio Solutions Department