AVP/VP, Quantitative Strategist (Fixed Income & Multi-Asset), Investment Insights Group
London, GB
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
Our team employs a broad range of investment strategies that span macro, credit, and quantitative investing, including multi-asset, benchmark-agnostic, constrained, indexed, and thematic strategies.
Investment Insights Group
The Investment Insights Group (IIG) comprises of a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance for GIC. While quantitative researchers reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects.
What impact can you make in this role?
We are seeking a Quantitative Strategist to apply advanced quantitative and data science techniques to enhance the global macro and alternative credit teams’ investment process. The successful candidate will leverage alternative data, screen investment opportunities, conduct FVT analysis, and perform nowcasting/forecasting for actionable insights.
What will you do as a Quantitative Strategist?
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Validate investment hypothesis and value-add investment strategies
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Quantify potential portfolio risks and provide portfolio construction related recommendations
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Monitor asset movements, identify market trends, and provide insights
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Apply ML/Econometrics in nowcasting and forecasting
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Conduct cashflow modelling for structured products to support deal structuring and risk assessment.
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Apply knowledge of structured products to model development and risk analysis
What qualifications or skills should you possess in this role?
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Advanced degree in fields such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics
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4-6 years in a Quantitative Role within finance
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Proficiency in Python and SQL
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Good understanding of Macroeconomics, Fixed Incomes instruments and Structured Products
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Excellent communication skills, with the ability to understand and cater to the needs of fundamental managers and analysts
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Familiarity with traditional and alternative macro datasets
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Experienced candidates in either Macroeconomics and/or Structured Products will be highly preferred
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.
We are an Equal Opportunity Employer
All applicants who qualify for the role will receive consideration for employment without regard to race, age, religion, sexual orientation, gender identity/expression, socio economic background or disabilities. GIC (Europe) is signed up to the Halo Code and a Disability Confident Employer. Please email grphrod_ldo@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 Investment Insights Group Department here: