AVP/VP, Lead Quantitative Strategist (Global Macro), Fixed Income & Multi-Asset

at  GIC Investment

Location:Singapore, SG
Job Function: Fixed Income & Multi Asset
Job Type: Permanent
Req ID: 15887
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.

INVESTMENT INSIGHTS GROUP

The Investment Insights Group (IIG) comprises of a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods to generate superior investment performance for GIC. While quantitative researchers reside within specific asset departments alongside investment teams, they are also part of the broader IIG community, which provides ongoing capability development in quantitative techniques, functional mentorship, and exposure to cross-asset projects. We are looking for an experienced Strat to join Equities Data Strategies in driving the ideation, development and adoption of tech and data-driven insights in GIC’s fundamental equities business.

WHAT IMPACT CAN YOU MAKE IN THIS ROLE?

We are seeking a Senior Quantitative Strategist to lead and mentor a team of Quantitative Strategists, applying advanced quantitative and data science techniques to enhance the global macro team’s investment process. The successful candidate will leverage alternative data, screen investment opportunities, conduct FVT analysis, and perform nowcasting/forecasting for actionable insights. Additionally, they will be responsible for effective portfolio construction and risk allocation using quantitative methods and determining the best expression of financial instruments to optimize investment strategies.

WHAT WILL YOU DO AS A LEAD QUANTITATIVE STRATEGIST?

• Validate investment hypothesis and co-develop opportunistic investment strategies
• Quantify potential portfolio risks and provide portfolio construction related recommendations
• Monitor asset movements, identify market trends, and provide insights
• Mentor junior quantitative strategists in systematic/quant strategy development

WHAT QUALIFICATIONS OR SKILLS SHOULD YOU POSSESS IN THIS ROLE?

• Advanced degree in fields such as Mathematics, Statistics, Physics, Computer Science, Engineering, or Economics
• 8-12 years in a quantitative role within finance as a Macro Quant
• Proficiency in R or Python and SQL
• Comprehensive understanding of Macroeconomics, Fixed Incomes instruments, as well as a robust understanding of Options and Derivatives
• Excellent communication skills, with the ability to understand and cater to the needs of fundamental managers and analysts
• Familiarity with traditional and alternative macro datasets