VP, Quantitative Research Analyst - Exposure & Liquidity Research, Portfolio Exposure & Liquidity

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.

Portfolio Execution & Solutions Group​

We have teams in Singapore, London and New York, and we provide a full spectrum of services for the Total Portfolio. These include trading and structured advisory, funding and liquidity management, securities lending, beta management, portfolio rebalancing, applied quantitative research, and counterparty relationship management. We also deliver systematic portfolio solutions and innovation, such as portfolio construction techniques and tail-risk management, to strengthen total portfolio construction and resilience.

Portfolio Exposure & Liquidity

You will be part of a team that manages a unified balance sheet, liquidity, financing and rebalancing. The team comprises Treasury, Securities Finance, Beta Management and the new Exposure & Liquidity Research.

About the role

Exposure & Liquidity Research (ELR) is responsible for building the research capabilities, investment models, and decision analytics for Portfolio Managers within the Portfolio Exposure & Liquidity (PEL) division. Our work directly supports the centralised implementation of Total Portfolio requirements across Treasury, Securities Finance, and Beta Management activities to achieve optimal outcomes for GIC.

We are hiring a Quantitative Research Analyst to contribute towards advancing ELR’s research agenda, spanning topics such as Total Portfolio liquidity and financing, rebalancing, securities lending and collateral optimisation, and beta and exposure delivery. As part of a global team, you will contribute quantitative insights to add value to PEL’s investment process, platform, and business capabilities.

The role is suited to a quantitative profile who thrives on integrating rigorous data analysis with market intuition to drive robust decision-making and optimal portfolio outcomes.

What you will do

• Develop quantitative tools and analytics to strengthen GIC’s liquidity management capabilities, deepen liquidity and collateral risk management practices, and enhance  decision-making and value creation from portfolio implementation activities.
• Propose research ideas, formulate hypotheses, and conduct data-driven analysis to optimise delivery of the GIC Portfolio’s implementation requirements across cash and derivative instruments.
• Contribute to research process design, documentation, and continuous improvement and platforming of the team’s quantitative toolkit, while ensuring alignment with enterprise architecture.
• Partner with portfolio managers to translate research findings into practical implementation choices and repeatable investment decisions
• For senior candidates: mentor junior Quantitative Research Analysts, shape the research agenda, and set expectations for excellence in quantitative research, advisory and solutioning across the broader department.

What you need

• 8+ years of relevant quantitative-focused experience in a Treasury/markets financing function or Prime Brokerage/Financial Resource Management role. A degree in a quantitative discipline such as mathematics or physics, statistics, computer science, finance, or a related field.
• Strong Python skills, statistical modelling, back-testing, portfolio construction and optimisation, and comfort working with large financial datasets. Candidates with a track record of implementation would be highly desirable.
• Market knowledge in relevant areas such as asset and liability management (ALM) and liquidity risk concepts, financing products and instruments, margin/collateral risk, short-term interest rate (STIR) and FX funding risk.
• Strong communication skills and the ability to explain quantitative work clearly to a non-technical audience including team members, partners and stakeholders.
• Effective interpersonal skills; able to build partnerships and good working relationships to enhance business impact and outcomes.
• Experience with liquidity risk analytics, collateral and margin optimisation, or AI-assisted research or development tools are highly desired.

What impact can you make in this role?

You will be part of a team that seeks to deliver top-tier trade execution, to efficiently manage total portfolio liquidity, and to improve asset utilisation for GIC.

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 
As an employer, we passionately believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of GIC teams to drive competitive performance. An inclusive environment yields exceptional contribution.

Learn more about our Portfolio Execution and Solutions Group Department here:

https://gic.careers/departments/portfolio-execution-solutions-group/