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AVP/VP, Total Portfolio Risk (Sustainability focus)


Singapore, SG

Job Function:  Risk and Performance Management
Job Type:  Permanent
Req ID:  13786


Risk and Performance Management Department


The Risk and Performance Management Department is responsible for the independent assessment, measurement, monitoring and reporting of GIC’s investment, credit and operational risk profiles. We are looking for a dynamic and self-motivated candidate to join the Enterprise Risk and Performance team (ERP) as an AVP or VP.


The ERP team is responsible for providing an independent and objective view of the investment risk and performance drivers of the total portfolio, across asset classes and strategies.



Provide analysis on the impact of climate change on the GIC portfolio:

  • Estimate the top-down and bottom-up impact of climate change across a range of asset classes and scenarios, based on informed views of long-term sustainability trends, data and quantitative modelling.
  • Assess the methodological rigour and scope of various external vendors, who offer models to do such climate scenario analysis.
  • Develop a carbon price stress test, to quantify the impact of higher carbon prices on earnings, and integrate it into front office investment processes.
  • Improve the granularity of climate change metrics, such as weighted average carbon intensity, across the total portfolio.


Provide quant analysis to inform portfolio construction and risk-taking decisions, and develop performance attributions:

  • Develop forward-looking views across a range of asset classes.
  • Study and provide insights to key risk drivers for the portfolio.
  • Enhance additional risk measures as tools for portfolio construction and risk management.
  • Provide insight on performance drivers for the total portfolio and selected portfolios.
  • Review and improve the stress testing approach for both historical and forward-looking scenarios.
  • Expand on existing suite of risk scenarios to increase awareness of plausible outcomes.



  • Graduate Degree in an analytical, financial and/or technical field such as Economics, Finance, Physics, Math, Statistics, Engineering etc is preferred
  • At least 5 years of relevant experience in a quantitative or analytical role. Buy-side exposure will be an advantage.
  • Experience in analysing risk factors, and modelling risks such as volatility, tracking error and stress scenarios is preferred. A working knowledge of multi-asset modelling would be assessed favourably.
  • Competent in analysing and manipulating time series and panel data, statistical distributions and correlations. Proficiency in a statistical computing environment such as R or Python is helpful.
  • Strong communication and presentation skills (written and verbal). Exhibit the ability to explain analytical or quantitative concepts in simple, practical and high impact manner.
  • Proactive individual, with high level of self-motivation, highly organized, and able to adhere to tight deadlines.
  • Critical to have the ability to sell important ideas and influence outcomes 
  • Keen attention to detail, strong work ethic, and effective team player in a fast-paced environment.
  • Strong ethical compass, demonstrable integrity and a commitment to doing the right thing.

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.