VP, Portfolio Construction Quantitative Strategist, Fixed Income & Multi Asset

Location:

Singapore, SG

Job Function: Fixed Income & Multi Asset

Job Type: Permanent

GIC is one of the world’s largest sovereign wealth funds. With over 2,000 employees across 11 offices 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.

Fixed Income Multi Asset

The Fixed Income & Multi Asset department is responsible for managing the fixed income assets of the GIC portfolio and multi-asset strategies. Its universe is global and spans multiple sectors, including global interest rates, currencies, credit, emerging markets, securitized products, convertible bonds, equities, and commodities.

What impact can you make in this role?

We are seeking a highly skilled senior quant strategist to lead advanced projects in asset allocation and portfolio construction, providing direct support to senior portfolio managers and the CIO. The senior quant strategist will also mentor junior quant colleagues on technical topics, ensuring the integration of industry best practices and cutting-edge research into the team.

What will you do as a Quantitative Strategist?

1. Minimum of 10 years of experience in quantitative modeling focused on portfolio construction, asset allocation, and risk modeling, supporting investment teams in large financial institutions.
2. Proven experience in guiding and mentoring junior quants on technical topics.
3. Advanced degree in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Engineering, Quantitative Finance, Actuarial Science, or Econometrics.
4. Strong expertise in optimization (primarily convex), probability theory, numerical analysis, inferential and Bayesian statistics, bootstrap and resampling methods, etc.
5. Familiarity with machine learning techniques and AI models is a plus.
6. Superior coding skills in Python, with a track record in algorithmic development and package creation being advantageous.
7. Excellent communication skills, with the ability to effectively convey complex quantitative concepts to non-quant colleagues.
8. High attention to detail and a commitment to maintaining the highest standards of accuracy and rigor in all tasks.

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 guide 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 values diversity and is an equal opportunity employer. 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 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

Learn more about our Fixed Income and Multi Asset Department here: