AVP, Quantitative Strategist (Corporate Credit), Fixed Income & Multi Asset

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 and motivated Quantitative Strategist to join our Corporate Credit Group. This role offers the opportunity to work on fixed income financial products, including corporate bonds and loans. The ideal candidate will have a strong quantitative background, excellent programming skills, and a deep understanding of corporate credit.

What will you do as a Quantitative Strategist?

• Collaborate with Portfolio Managers and Analysts to design and implement models and tools that enhance risk management strategies and drive alpha generation
• Leverage quantitative methodologies and discretionary insights to monitor and optimize credit portfolios, focusing on performance enhancement through robust portfolio construction.
• Design and refine machine learning models for corporate credit, emphasizing default probability modelling and credit risk assessment to improve decision-making.
• Apply advanced mathematical and statistical techniques to solve complex problems and make data-driven decisions.
• Utilize cloud-based solutions and data analytics tools to efficiently manage and analyse large datasets.
• Communicate complex quantitative concepts effectively to stakeholders, including traders and risk managers, while collaborating with technology and trading teams to integrate models into broader business processes.
  

What makes you a successful candidate?

• Bachelor's or Master's degree in a quantitative field (Mathematics, Statistics, Physics, Engineering, Computer Science, or related).
• Proficient in Python programming with experience in developing and deploying financial models to production.
• Familiarity with financial instruments, including bonds, loans, CDS (Credit Default Swaps), and convertible securities, along with a strong understanding of risk management principles.
• Strong grasp of credit analysis fundamentals, including leverage ratios, cash flow assessment, and market-implied metrics (e.g., CDS spreads, credit ratings) for evaluating creditworthiness and investment risk.
• Strong mathematical and statistical skills.
• Excellent communication and teamwork skills, capable of conveying complex concepts to non-technical stakeholders.
• CFA certification, experience with underwriting bonds or related credit analysis, bloomber/BQuant, BlackRock Solutions (BRS), and familarity with optimisation software/packages would be advantageous
  
  

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 employerGIC 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

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

https://gic.careers/group/fixed-income/