Quant jobs / GIC Private Limited

AVP, Portfolio Manager - Systematic Volatility, Portfolio Engineering and Solutions

GIC’s systematic volatility manager develops and runs FX and commodity option strategies. The role covers research, implementation, hedging or carry objectives and ongoing portfolio risk.

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 volatility dislocations and predictive features
Validate option strategies with realistic costs and tail-risk checks
Manage rolls, rebalances and model-generated trades
Attribute P&L to Greeks and review scenario exposures

What they ask for

Required

Quantitative master or doctorate
Options-pricing theory
FX and commodity volatility markets
Statistical research and robust backtesting
Python or R plus SQL
Production research code
Clear investment communication

Preferred

Tail hedging
Bank QIS
AI/ML tools

Education: Master or doctorate in a quantitative subject.
Experience: Preferably 2–5 years developing systematic volatility portfolios, with FX or commodity option results.
Languages and tools: Python
R
SQL
Markets: fx, commodities, options

How to prepare

Research a volatility strategy with out-of-sample validation
Explain skew, term-structure and carry exposures
Build a scenario report with first- and second-order Greeks

What to study

The Volatility 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.