Quant jobs / GIC Private Limited

Associate/AVP, Portfolio Manager - Cross Asset, Portfolio Engineering and Solutions

GIC’s cross-asset manager develops systematic macro models and portfolio solutions. The role manages futures and swap strategies and evaluates changes that improve portfolio resilience.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research systematic macro models across swaps and futures
Backtest hypotheses and validate investment signals
Manage existing cross-asset model portfolios
Evaluate model improvements and discuss external-manager relationships

What they ask for

Required

Three or more years of relevant investment work
Rates and currency markets
Quantitative research and model validation
Python or R
Independent problem formulation
Clear investment communication

Preferred

Portfolio-construction methods
External-manager due diligence

Education: Bachelor study in finance, economics, statistics or a related quantitative subject, or equivalent practical experience.
Experience: At least three years in quantitative research, portfolio work or external-fund investment.
Languages and tools: Python
R
Markets: fixed-income, fx, credit, equities, commodities, futures

How to prepare

Build a macro signal with a reproducible historical test
Explain cross-asset portfolio exposures in swaps and futures
Evaluate how a proposed change affects portfolio risk and convexity

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on GIC Private Limited’s site before applying: requirements, location and pay can change after we check them.

View the posting on GIC Private Limited’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with GIC Private Limited and doesn’t handle applications.