Quant jobs / GIC Private Limited

AVP, External Managers, Portfolio Construction and Risk - Macro, Fixed Income and Credit

Analyse external hedge-fund allocations and portfolio risks for GIC. The role combines manager research with statistical analysis of diversification, factors and tail exposures.

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.

Assess managers’ return drivers and allocation suitability.
Analyse aggregate exposures, correlations and concentration risks.
Build analytical tools and monitoring datasets for allocation decisions.

What they ask for

Required

Investment and fund analysis
Portfolio risk measures
Statistical reasoning
SQL and a programming language
Clear investment communication

Preferred

Hedge-fund allocation and manager due diligence

Education: No degree requirement stated.
Experience: 4–6 years in fund allocation, investment risk, capital markets or investment management.
Languages and tools: MS SQL
Excel
Python
VBA
R
Markets: fixed-income, credit, fx, multi-asset

How to prepare

Analyse factor and tail-risk overlap across hedge-fund strategies.
Build a manager allocation example with liquidity constraints.
Create a validated SQL dataset and performance-attribution report.

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.