VP, Total Portfolio Risk

GIC is one of the world’s largest sovereign wealth funds. With over 2,000 employees across 11 locations 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.

Risk and Performance Management Department

We work collaboratively across teams to help guard against blind spots and ensure that all relevant risks are considered and duly addressed.

Enterprise Risk & Performance

You will provide an independent and objective view of investment risk and performance drivers of the GIC Portfolio.

What impact can you make in this role?

You will be part of a team that is responsible for the independent assessment, measurement, monitoring, and reporting of GIC’s market, credit, and operational risk profiles.

What will you do as a Total Portfolio Risk Manager?

Build and develop advanced Total Portfolio Risk Management capabilities. Enhance existing risk management policies, guidelines, and control processes. Provide ‘checks and balances’ through day-to-day oversight, independent challenge, and regular risk and performance review.

Provide analysis on total portfolio risk and return:

• Conduct global asset class related research including risk and return analysis, risk factor decomposition, and portfolio construction.
• Development of valuation models and analytical tools to provide risk insights to support investment decision across the cyclical and secular horizon.
• Provide risk advisory on total portfolio capital allocation and portfolio construction process, as key business partner to stakeholders.

Risk and Performance management:

• Monitor and assess individual investment mandates, enhance existing performance attributions methodologies, and develop relevant framework and metrics to provide insights on performance drivers.
• Conduct scenario analysis and stress tests for select portfolios to assess systematic risk drivers and risk concentrations on standalone basis, as well as to total portfolio.
• Provide risk and performance review to senior management and committees regularly and timely.

What qualifications or skills should you possess in this role?

• Graduate Degree in an analytical, financial and/or technical field such as Economics, Finance, Applied Math, Statistics, Engineering, etc. is preferred.
• At least 8 years of relevant experience in a quantitative or analytical role. Buy-side exposure will be an advantage.
• Strong knowledge of macroeconomics, statistics, asset return modelling and portfolio optimization.
• Critical to have the ability to sell important ideas and influence outcomes.
• Quick to grasp process and workflow structures and distill key issues. Demonstrate clear thinking on complex issues.
• 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.
• 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.

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

GIC is an equal opportunity employer, and we value diversity. We do not discriminate based on race, religion, color, national origin, sex, gender, gender expression, sexual orientation, age, marital status, veteran status, or disability status. We will ensure that individuals with disabilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment.

Please email grphrodtaops@gic.com.sg at any point of the application or interview process if adjustments need to be made due to a disability.

Learn More

Learn more about our Risk & Performance Management Department here: https://gic.careers/group/risk-performance-management/