Associate/avp, Total Portfolio Risk Analytics

**Location**:Singapore, SG

**Job Function**:Risk & Performance Management Department

**Job Type**:Permanent

**Req ID**:16279
- 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 total portfolio risk.

**What will you do in Total Portfolio Risk?**
- You will be responsible for conducting in-depth risk analysis, informing portfolio construction and risk-taking decisions:

- Collaborate closely with other stakeholders to help advance the risk analytics system to the next level over the next 2-3 years.
- Study and provide insights to key risk drivers for the portfolio, in relation to risk premia across factor, risk asset, country/currency dimensions, and provide risk advisory to stakeholders.
- Validate and review the models and methodologies used in the total portfolio risk analytics and explore research-centric risk measure useful for the total portfolio.
- Develop and enhance additional risk analytics for portfolio construction and risk management.
- You will also be involved in expanding, improving, and maintaining enterprise level stress scenario framework:

- Review and improve the stress testing approach for both historical and forward-looking scenarios in a factor-based, cross-asset, multi-period setting.
- Expand on existing suite of risk scenarios, across macroeconomic, geopolitical - to increase awareness of plausible outcomes and portfolio implications.
- Risk profile and tailor scenarios for selected portfolios which require in-depth analysis.
- Maintain relevance of scenario narratives, review of shocks and smooth running of risk engine computations.

**What qualifications or skills should you possess in this role?**
- Graduate Degree in an analytical, financial and/or technical field such as Quantitative Finance, Physics, Math, Statistics, Engineering etc is a must
- At least 4 years of relevant experience in a quantitative or analytical role in financial industry. Buy-side exposure will be an advantage.
- Strong knowledge and experience on mathematic computation, e.g. matrix manipulation, probability theory, time series, numeric optimization, Monte Carlo simulation etc.
- Experience in analysing risk factors, and modelling risks such as volatility, tracking error and stress scenarios is preferred. A working knowledge of multi-asset modelling would be assessed favourably.
- Proficiency in programming, with a preference for Python, VBA and R.
- 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.
- Critical to have the ability to sell important ideas and influence outcomes
- 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**

**Learn More