AVP, Systematic Investment Group, Quantitative Researcher/Portfolio Manager - Equities

Location:

Singapore, 01, SG

Job Function: Fixed Income

Job Type: Permanent

Req ID: 13381

Systematic Investment Group (SIG) – Equities

SIG seeks to invest in public market securities using a systematic investment process with a mid to long-term horizon. The team manages multiple investment strategies and portfolios, ranging from long-only equity, fixed income, credit, commodity, foreign exchange (FX) strategies, to multi-asset long-short. The team’s objective is to generate alpha, using quantitative models that combine data, technology, and advanced analytics.

We are looking for a suitable candidate to join our quantitative equities team as a Quantitative Researcher/ Portfolio Manager. This individual will play a leadership role in researching, designing, and implementing multi-factor models to be implemented in benchmark relative and market neutral global equity portfolios.

Key Responsibilities

Design and develop orthogonal equity factors/signals to aid return prediction.
Implement and develop multi-factor models in the areas of stock selection, portfolio construction and risk modelling.
Work with large datasets and conducting statistical/financial analysis.
Work with execution team on optimal execution of trading strategies and analysis.
Monitor and manage portfolios on a day to day basis.

Requirements

A graduate degree (Ph.D./ MS) with a strong record in a quantitative discipline – ie engineering, computer science, and applied sciences. Background in Financial Engineering, mathematics, and statistics would be viewed favourably.
5 to 10 years’ experience in quantitative equity research and portfolio management.
Relevant experience researching and testing alpha signals.
Extensive experience in programming languages, databases and tools. Knowledge in R, Python or other similar languages is essential.
Familiarity with risk models and equity portfolio construction methodologies.
Good communicator and able to distil and communicate complex concepts and ideas.
Detail oriented, able to “get things done”, and a collaborative personality.
A passion for data, technology and investing.

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.

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