Avp, Quantitative Researcher (fixed Income & Fx) - Portfolio Execution & Solutions Group (pesg)

GIC

Singapore, SG
Hybrid (4 days in-office, flexible work-from-home arrangement)
Fixed income market microstructure
Quantitative analysis
Python, r, sql, kdb/q
GIC is seeking an Avp, Quantitative Researcher focused on fixed income markets, particularly corporate bonds, to enhance its Portfolio Execution Group's research capabilities in Singapore. The ideal candidate should possess extensive quantitative research experience, excellent coding skills, and a deep understanding of market microstructure to support data-driven decision-making

Job Summary

  • The Portfolio Execution Group’s applied research team specializes in multi-asset quantitative research, focusing on market microstructure and liquidity modelling to improve execution outcomes and systematize decision-making processes.
  • We collaborate closely with GIC’s traders, investment teams, risk management, and total portfolio functions to enhance strategy implementation while providing valuable insights into liquidity and market structure.
  • We are seeking a candidate with research experience in fixed income markets, particularly corporate bonds, to support the team’s growth and enhance our capacity to deliver proactive analysis and data-driven consultancy to internal stakeholders.

Matching Summary

Match Score: 85

GIC is seeking an Avp, Quantitative Researcher focused on fixed income markets, particularly corporate bonds, to enhance its Portfolio Execution Group's research capabilities in Singapore. The ideal candidate should possess extensive quantitative research experience, excellent coding skills, and a deep understanding of market microstructure to support data-driven decision-making.

Skills & Requirements

Must-have

  • Fixed Income market microstructure
  • Quantitative analysis
  • Python, R, SQL, kdb/Q
  • Machine learning methods
  • Transaction Cost Analysis (TCA)

Nice-to-have

  • Intellectual flexibility and curiosity
  • Collegiate and collaborative environment
  • Global markets initiatives
  • Familiarity with FX market structure

Key Requirements

  • 6 to 10 years of working experience
  • 2 to 5 years in a quantitative role
  • PhD in relevant fields considered
  • Fixed income data landscape experience
  • Experience with Databricks

Work Rights

Not specified

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