Quant jobs / GIC Private Limited

VP, Risk Quantitative Analyst

GIC’s enterprise risk team develops and validates portfolio-risk methodologies. This quantitative role turns research prototypes into analytics that can be implemented and understood by investment users.

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 portfolio-risk methods across public and private assets
Prototype models and challenge calibration assumptions
Define validation cases and implementation logic
Explain methodological choices to risk and product teams

What they ask for

Required

Eight or more years in relevant quantitative work
Quantitative postgraduate qualification
Risk-methodology expertise
Research programming
Model assumption and calibration analysis
Stakeholder communication

Preferred

Institutional multi-asset portfolios

Education: Master or higher qualification in a quantitative or technical field.
Experience: 8+ years in quantitative risk, portfolio analytics, model review or financial modelling.
Languages and tools: Python
C#
C++
Markets: multi-asset

How to prepare

Compare two portfolio-risk methods with explicit limitations
Build a validation set for a numerical risk model
Document research logic sufficiently for independent implementation

What to study

The Risk 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.