Associate/AVP, Quantitative Strategist, Structured Product Group

GIC Pte•New York, NY

72d•$130,000 - $180,000

About The Position

GIC is one of the world's largest sovereign wealth funds. With over 2,000 employees across 11 locations around the world, we invest in more than 40 countries globally across asset classes and businesses. Working at GIC gives you exposure to an extraordinary network of the world's industry leaders. As a leading global long-term investor, we work at the Point of Impact for Singapore's financial future, and the communities we invest in worldwide. Fixed Income and Multi Asset Our team employs a broad range of investment strategies that span macro, credit, and quantitative investing, including multi-asset, benchmark-agnostic, constrained, indexed, and thematic strategies. Structured Products Group (SPG) Our investment purview spans across residential mortgages, consumer credit, and other sectors such as aircraft, insurance-linked securities, and agriculture. We create an edge by leveraging extensively on data and technology in our investment process. What impact can you make in this role? We are seeking a highly skilled and motivated Quantitative Strategist to join our Securitized Product Group (SPG). This role offers the opportunity to work on complex financial products, including Residential Mortgage-Backed Securities (RMBS), Asset-Backed Securities (ABS). The ideal candidate will have a strong quantitative background, excellent programming skills, and a deep understanding of structured products.

Requirements

Bachelor's or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Engineering, Computer Science, or a related field.
Strong programming skills in Python, with experience bringing code to production.
Solid understanding of structured products and their mechanics.
Strong mathematical and advanced statistical skills.
Experience in coding financial models in Python.
Experience working with SQL and large-scale datasets (e.g., loan-level data tapes) to support data-driven analysis and decision-making.
Problem solving skills with the capacity to understand an issue and propose solutions.
Excellent communication skills, with the ability to explain complex concepts to non-technical stakeholders.

Nice To Haves

Advanced degree in a quantitative field.
Experience with other programming languages or tools used in quantitative finance.
Experience in working with Intex Performance and Loan level data.
Prior quantitative work in RMBS or ABS.
Good to have experience with prepayment modelling for structured products.

Responsibilities

Risk Analysis: Understand the mechanics of structured products and apply this knowledge to model development and risk analysis.
Quantitative Techniques: Apply advanced mathematical and statistical techniques to solve complex problems and make data-driven decisions.
Financial Modelling: Develop and maintain financial models in Python, ensuring they accurately represent financial scenarios and risks.
Data Management: Work with Databricks, AWS and databases to manage and analyse large datasets.
Communication: Communicate complex quantitative concepts and solutions effectively to stakeholders, including traders, portfolio managers, and risk managers.
Collaboration: Collaborate with other teams, including technology, risk management, and trading, to integrate quantitative models into broader business processes.

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