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ASO, Quantitative Strategist

Location: 

San Francisco, US

Job Function:  Fixed Income
Job Type:  Permanent
Req ID:  6249

AVP, Quantitative Strategist

 

 

Fixed Income (FI)

The Fixed Income 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. FI is currently structured into 4 broad functions:

  • Portfolio Management (Macro and Credit)
  • Research and Strategy (Macro and Credit)
  • Systematic Investment Group
  • Portfolio Solutions Group

 

We are looking for a potential candidate to join our Systematic Equity arm of our Systematic Investment Group as a AVP/VP, Senior/Lead Quantitative Strategist.

Responsibilities

  • The role of this position requires the Senior/Lead Quantitative Strategist to propose and implement practical, reliable and future proofing capabilities to increase the efficiency and minimize the operation risks of the team for the entire end-to-end research and production quant process (Data ingestion, Security Mastering, Data Management, Signal research & generation, Portfolio constructions & optimizations, Execution, Model Management and Risk analytics etc.). For e.g., building signal backtest, portfolio constructions & optimization libraries etc.
  • You are part of the team that is responsible to ensure smooth running of the end-to-end production operations and help to ensure that best practices, governance and processes are being adhered to.
  • You are the change manager that socialize, obtain buy-in and onboard the team on new processes and capabilities implemented

Requirements

  • Prior relevant experiences in Systematic Equity research, designing and engineering of quant tools and platforms
  • In depth data knowledge of typical datasets used by Systematic Equity strategies
  • Prior relevant security mastering mapping and data management experiences related to Systematic Equities Strategies
  • Possesses Computer Science/Computer Engineering, Mathematics/Statistics Background
  • Proficiency in the following programming languages - R, Python, SQL

Candidates with knowledge or experiences in the following areas will have an edge

 

  • Extensive knowledge in a variety of systematic strategies
  • Prior experiences in implementing proven robust medium to large quantitative tools and platforms
  • Knowledge of Cloud infrastructure and PaaS that can be harness to improve the systematic investment process

To thrive in this role, candidates should have the following qualities 

  • Ability to work in a dynamic environment and to deliver results extremely quickly
  • Ability to solve problems and to articulate ideas well to stakeholders and management
  • An excellent team player with a collaborative mind set 
  • Passionate in using technology and science to build the next-generation capabilities and platforms

Our PRIME Values

Our PRIME Values

GIC is a values driven organization. GIC’s PRIME Values act as our compass, enabling us to fulfil our fundamental purpose and objectives. It is the foundational bedrock which governs our behaviors, our decision making, and our focus. It informs both our long-term strategy as a firm, and the way we relate to our Client, business partners and employees. PRIME stands for Prudence, Respect, Integrity, Merit and Excellence.