AVP/VP, Strat (Economics & Investment Strategy), Investment Insights Group

GIC Private Limited
Singapore, Singapore
09 Aug 2022
23 Aug 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
GIC is a custodian of Singapore's Reserves and a Sovereign Wealth Fund to secure Singapore's financial future. GIC is entrusted with a critical mission that impacts the lives of all Singaporeans. We are looking for the best talent to help us fulfil our commitment to the future of Singapore and its people.

GIC Technology
We are building a premiere, high-performing technology team with a modern approach that focuses on data and digitalisation to enhance innovation and our ability to be agile. We'll empower you to deliver fit-for-purpose technology to transform GIC into a tech-driven leading global long-term investor.

Investment Insights Group (IIG)
The Investment Insights Group (IIG) uses advanced quantitative techniques and cutting-edge technological tools to generate impactful insights that drive superior investment outcomes for GIC. We are a team of high performing Data Scientists, Software Developers, and asset-specific Strats that collaborate closely with each of our investment departments - from Public Markets like Equities and Fixed Income, to Private Markets like Private Equity and Real Estate - to identify synergies and drive high-impact innovations to enhance cross-asset investment capability, business agility and efficiency.

Economics & Investment Strategy Department (EIS)
The Economics & Investment Strategy Department (EIS) is responsible for economic research as well as identifying new investment trends, opportunities and capabilities that GIC needs to build to sustain and improve GIC's investment performance.

The Role
IIG is looking for a Quantitative Strategist to partner with EIS to drive business value and ideation through data-driven insights to support Total Portfolio research and management. We are hiring at different levels of experience to support multiple divisions and mandates within EIS.

  • Contribute to portfolio construction and strategic asset allocation research; enhance models and tools for expected returns and risk factors analysis
  • Research and implement market-timing signals for opportunistic asset allocation
  • Develop and maintain robust macro models, including nowcasting and regime models
  • Keep abreast of the latest market and academic insights and contribute to the department's investment strategies within the global macro space
  • Build, automate and improve existing monitoring tools, strategies and research architecture
  • Build close partnerships and actively collaborate with asset class specialists to contribute to total portfolio research and management

Our people align to GIC's PRIME Values: Prudence, Respect, Integrity, Merit and Excellence. It acts as our compass to fulfil our purpose and objectives. It is the foundation bedrock that governs our behaviours, decision making and focus.

You need to possess the following to succeed in this role:
  • 7+ years of professional experience conducting macro quant research and strategy optimization; knowledge of portfolio construction techniques
  • M.S. in a quantitative discipline like Econometrics, Statistics, Financial Engineering, Computer Science (machine learning) and Electrical Engineering (signal processing)
  • Proficiency in programming (Python, R, SQL) applied to real-world financial data sets
  • Advanced econometric skillset with expertise in applying the appropriate tools and techniques to use for a given type of analysis. Examples include (but are not limited to) dynamic factor models, Bayesian VAR, Elastic Net, etc. Being rigorous and data-driven is important for this role.
  • Self-starter; ability to work collaboratively and productively with others

Why you should join us?
You'll be given various assignments and a high level of responsibility right from the start. Respecting diverse perspectives allows us to develop innovative solutions that provide us with a leading-edge. We'll invest in providing the necessary training and development to set you up for success, regardless of your industry background. You'll learn from the best minds to explore and exploit new and existing technology to support our strategic and operational business needs. You'll also have the autonomy to take charge of your career and make a meaningful impact.

Choose a career with purpose. Join us to get the exposure you've never had before.

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