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VP, Execution Portfolio Manager

Location: 

Singapore, SG

Job Function:  Economics & Investment Strategy
Job Type:  Permanent
Req ID:  6025

 

Economics & Investment Strategy Department

The Economics & Investment Strategy Department (EIS) is responsible for long-term strategic asset allocation, economic research as well as identification of new investment trends and opportunities for the GIC. The Real Return Program (RRP) group in EIS is tasked to conduct research on portfolio construction and new investment ideas, with the view to introduce new investment models and capabilities to the GIC. An important mandate of RRP is to design an Alternative Investment Model which complements GIC’s current portfolio. 

We are looking for a suitable candidate to join our Real Return Program team as an Execution Portfolio Manager.

 

Responsibilities:

  • Lead research efforts in portfolio execution and strategy implementation
  • Lead projects involving execution researchers, traders, Investment engineers and research PMs
  • Contribute to the development of Infrastructure, systems and tools supporting execution processes
  • Manage execution team in macro derivatives and cash securities.
  • Work closely with Portfolio Execution Group to improve execution capabilities
  • Participate in research efforts involving portfolio construction and strategy design
     

Requirements:

  • Advanced degree in a technical/ quantitative field
  • 5-10 years’ experience in systematic execution and trading, portfolio construction, transaction cost analysis
  • Experience in managing systematic/ARP strategies in macro derivatives and/or cash securities, preferably in large size long-short funds
  • Good financial knowledge and intuition, with a strong understanding in market microstructure, model behaviour, transaction cost analysis
  • Strong analytical skills, experienced in advanced technical tools in statistics, optimization, simulation and econometrics
  • Fluency in different programming languages (Matlab, R, Python)
  • Good written and presentation skills, intellectual rigor, and attention to detail
  • Ability to work collaboratively and foster internal and external relationships

 

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.