AVP/VP, Portfolio Manager - Cross Asset Implementation, Portfolio Engineering & Solutions
Research and implement systematic cross-asset strategies for GIC. The role connects strategy development with rebalancing, monitoring and production investment workflows.
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.
- Validate systematic strategies and implementation methods.
- Rebalance positions and monitor portfolio risks.
- Integrate research models with trading and technology teams.
What they ask for
Required
- Quantitative research, trading or portfolio management
- Fixed-income and currency markets
- Market microstructure
- R or Python
- English communication
- Education
- No degree requirement stated.
- Experience
- At least 3–5 years in macro or cross-asset quantitative investment work.
- Languages and tools
- Markets
- fixed-income, fx, multi-asset
How to prepare
- Backtest a cross-asset strategy with realistic trading constraints.
- Compare implementation choices across instruments.
- Design production checks for portfolio rebalances.
What to study
- Portfolio Theory and Quantitative Investment
- Quantitative Research, Data and Backtesting
- Market Microstructure and Execution
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.