Lead Quantitative Strategist

1 month ago


Singapore GIC Full time
About GIC

GIC is one of the world's largest sovereign wealth funds, investing in more than 40 countries globally across asset classes and businesses. With over 2,000 employees across 11 offices worldwide, we offer an extraordinary network of industry leaders.

Investment Insights Group (IIG)

The IIG comprises a team of quantitative researchers and data scientists residing in each asset department to harness alternative data and advanced quantitative methods for superior investment performance. As a Strat, you'll join Equities Data Strategies in driving tech and data-driven insights in GIC's fundamental equities business.

Role Overview

You will be part of a team that uses advanced quantitative methods, alternative data, and technology to generate superior investment performance. Your key responsibilities include:

  • Coaching portfolio managers towards better performance using portfolio engineering methods.
  • Proposing optimised portfolio strategies that take into account risk premia factors and mandate-specific constraints.
  • Leveraging strong communication skills to share insights and drive adoption with EQ's portfolio managers.
  • Utilising quantitative methods, Machine Learning, and LLMs to deepen contextual augmentation in the methods above.
Requirements

To succeed in this role, you should possess:

  • A degree in Applied Mathematics, Econometrics, or Computer Science related subjects, with FRM preferred.
  • At least 10 years of experience in equities portfolio management or optimisation from a risk and performance analysis angle.
  • Proficiency in Python or R.
  • Experience in managing teams.
  • Entrepreneurial spirit – comfortable working in unstructured environments and strong ability to do business development.
  • Effective written and verbal communications skills, particularly in explaining technical concepts to a broad audience.
Salary and Benefits

We offer an estimated salary range of $200,000 - $300,000 per annum, depending on experience. You will also enjoy flexibility in your work arrangements, with four days of office work and three days of remote work per week. We value diversity and are committed to creating an inclusive workplace.

Why Choose GIC?

We are a leading global long-term investor, striving to make an impact through our investments. Our PRIME Values guide us in making day-to-day decisions: Prudence, Respect, Integrity, Merit, and Excellence. Join us in pushing boundaries, pursuing innovative ideas, and sharing your views.



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