Associate/AVP, Quantitative Strategist, Structured Product Group jobs in United States
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GIC · 4 days ago

Associate/AVP, Quantitative Strategist, Structured Product Group

GIC is one of the world’s largest sovereign wealth funds, seeking a highly skilled and motivated Quantitative Strategist to join their Structured Product Group. The role involves working on complex financial products and applying advanced quantitative techniques to model development and risk analysis.

Financial ServicesImpact InvestingReal Estate Investment
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Comp. & Benefits

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

Qualification

PythonStructured productsFinancial modellingStatistical techniquesSQLData managementProblem solvingCommunicationCollaboration

Required

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

Preferred

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

Benefits

Competitive compensation package
Bonuses, which may form a meaningful proportion of the total pay package, are determined based on company and individual performance

Company

GIC is an investment firm that manages singapore's foreign reserves.

Funding

Current Stage
Late Stage

Leadership Team

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Chow Kiat Lim
Chief Executive Officer
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Carsten Bleckwehl
Vice President, Private Equity (Direct Investments)
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Company data provided by crunchbase