AVP, Systematic Investment Group, Quantitative Researcher/Portfolio Manager - Equities

GIC Private Limited
Singapore, Singapore
20 Jun 2022
20 Jul 2022
Industry Sector
Finance - General
Employment Type
Full Time
Systematic Investment Group (SIG) - Equities
SIG seeks to invest in public market securities using a systematic investment process with a mid to long-term horizon. The team manages multiple investment strategies and portfolios, ranging from long-only equity, fixed income, credit, commodity, foreign exchange (FX) strategies, to multi-asset long-short. The team's objective is to generate alpha, using quantitative models that combine data, technology, and advanced analytics.

We are looking for a suitable candidate to join our quantitative equities team as a Quantitative Researcher/ Portfolio Manager. This individual will play a leadership role in researching, designing, and implementing multi-factor models to be implemented in benchmark relative and market neutral global equity portfolios.

Key Responsibilities
  • Design and develop orthogonal equity factors/signals to aid return prediction.
  • Implement and develop multi-factor models in the areas of stock selection, portfolio construction and risk modelling.
  • Work with large datasets and conducting statistical/financial analysis.
  • Work with execution team on optimal execution of trading strategies and analysis.
  • Monitor and manage portfolios on a day to day basis.

  • A graduate degree (Ph.D./ MS) with a strong record in a quantitative discipline - ie engineering, computer science, and applied sciences. Background in Financial Engineering, mathematics, and statistics would be viewed favourably.
  • 5 to 10 years' experience in quantitative equity research and portfolio management.
  • Relevant experience researching and testing alpha signals.
  • Extensive experience in programming languages, databases and tools. Knowledge in R, Python or other similar languages is essential.
  • Familiarity with risk models and equity portfolio construction methodologies.
  • Good communicator and able to distil and communicate complex concepts and ideas.
  • Detail oriented, able to "get things done", and a collaborative personality.
  • A passion for data, technology and investing.

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