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AVP/VP, Quantitative Strategist, Systematic Investment Group

Location: 

Singapore, SG

Job Function:  Fixed Income
Job Type:  Permanent
Req ID:  14635

GIC is a custodian of Singapore’s Reserves and a Sovereign Wealth Fund to secure Singapore’s financial future. GIC is entrusted with a critical mission that impacts the lives of all Singaporeans. We are looking for the best talent to help us fulfil our commitment to the future of Singapore and its people. 

 

GIC’s Fixed Income Department (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 Strat to join the Systematic Macro arm of our Systematic Investment Group team to drive business value and ideation through data-driven insights. 

 

What will you do as Quantitative Strategist? 

  • Conduct research in one or more asset classes to understand their risk/return drivers as well as the markets they trade in. Derive insights/alpha through quantitative methods and apply portfolio construction/optimization techniques to create realistic portfolios
  • Be responsible for the alpha generation process to ensure alpha forecasts are available for portfolio rebalancing. This will include managing complex task schedules, inspecting data and signal qualities as well as making meaningful suggestions when model drifts are detected
  • Improve the efficiency and quality of the quant investment process. This includes the end-to-end cycle from ideation, handling of data, evaluation of signals to running them in production
  • Perform ad-hoc/periodic analysis on markets and live portfolios to provide insights that will shape better decision making or help identify alpha opportunities


What makes a successful candidate? 

  • Prior relevant experiences in Systematic Macro research
  • In-depth asset class knowledge in rates/FX/Commodities
  • In depth data knowledge of typical datasets used by Systematic Macro strategies
  • Knowledge and practical application of Machine Learning and Quantitative methods
  • Possesses Economics, Computer Science/Computer Engineering, Mathematics/Statistics Background
  • Proficiency in the following programming languages - R, Python, SQL

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.