VP, Investment Risk, Fixed Income

GIC (Singapore, Singapore) 2 days ago

Risk and Performance Management Department

The Risk and Performance Management Department is responsible for the independent assessment, measurement, monitoring and reporting of GIC’s market, credit and operational risk profiles. 

The Investment Risk & Performance group is responsible for raising the efficiency of risk taking and providing independent oversight of investment risk and performance for senior management in GIC.  We achieve this through a close partnership with the global investment teams. We are looking for a dynamic and self-motivated individual to join the Investment Risk & Performance group as a Vice President specialising in Fixed Income coverage.
Responsibilities

Supporting CRO in risk oversight and ensuring that risk is identified, authorised and compensated for all alpha activities. Duties include:

    • Ensuring that all investment risks in alpha activities are identified, measured and monitored through the New Product Approval and Product Management process
    • Developing and implementing portfolio risk analytics across a range of qualitative and quantitative risk metrics, and stress testing approaches, and using them to ensure portfolio risk is appropriately managed
    • Providing independent assessment on large deals
    • Reviewing, recommending and implementing frameworks and policies in the management of investment risk
    • Providing periodic risk and performance updates to CRO and management

Supporting the GCIO in achieving optimal capital allocation across strategies. Duties include:

    • Developing and implementing risk and performance management tools to achieve an optimal portfolio return profile across different states of the market
    • Be part of the portfolio construction and capital allocation process through providing assessment in the annual strategy review on the performance and risk drivers of our investments

Supporting CIOs as business partner in achieving efficient risk taking at the strategy portfolio level. Duties include:

    • Developing and implementing risk and performance tools at the strategy level to assist CIOs assess risk-reward trade-offs within strategies, and facilitating tactical adjustments in strategy risk positioning to maximise alpha
    • Be a partner to front office to understand their performance drivers and optimising risk taking by providing the material and participating in business discussions  

Requirements

  • Minimum of 6-8 years of experience in an analytical or investment related role
  • At least five years of experience in the fixed income asset class, with strong knowledge in products and risk modelling methodologies
  • Degree up to BSc or MSc in Economics, Finance, Financial Engineering, Engineering, Mathematics, Statistics or a quantitatively inclined field
  • Strong analytical background and genuine interest in problem solving. Broad interest in financial markets and investments.
  • Good team player in a fast-paced environment.
  • Persuasive communicator with the ability to clearly articulate ideas, market views and technical topics.
  • Desire to constantly learn and upgrade your knowledge base and skillset.


VP, Investment Risk, Fixed Income

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