AVP​/VP, Quantitative Strategist, Structured Product Group

Location:

New York, US

Job Function:
Fixed Income & Multi Asset

Job Type: Permanent

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 Quantitative Strategist to join our Structured Product Group, focusing on Agency and Non-Agency securitized products across residential, consumer, and commercial sectors.

The role supports portfolio managers and investment teams through quantitative analysis, modelling, data workflows, and tools used for deal evaluation, portfolio monitoring, stress testing, collateral analysis, and relative value assessment.

The successful candidate should combine structured-products knowledge, strong coding ability, practical data-management skills, and the judgement to translate analytical work into investment-relevant insights.

What will you do as a Quantitative Strategist?

• Risk Analysis: Understand the mechanics and risk drivers of structured products, including cashflows, prepayments, credit performance, collateral characteristics, duration, convexity, and spread behaviour.
• Prepayment Modelling: Build, calibrate, and validate prepayment models for Agency and Non-Agency residential mortgages, developing insight into borrower, servicer, and lender behaviour, and explaining variance between empirical and modelled prepayment performance in terms of underlying market and policy drivers.
• Quantitative Techniques: Apply quantitative and statistical methods to support valuation, OAS analysis, scenario analysis, stress testing, and relative value assessment.
• Financial Modelling: Develop and maintain Python‑based models and analytical tools for cashflow analysis, portfolio monitoring, deal evaluation, and risk diagnostics.
• Collateral Analysis: Analyse loan‑level and collateral data, including pool characteristics, vintage performance, issuer behaviour, delinquency trends, and other drivers of securitized‑products performance.
• Data Management: Work with large and complex datasets from internal systems, market data and analytics platforms (e.g., Intex, Bloomberg, Yield Book), loan‑level data providers, servicers, and external research sources; build repeatable workflows and data‑quality checks.
• Communication: Explain model outputs, assumptions, limitations, risk drivers, and investment implications clearly to portfolio managers, analysts, risk managers, and technology partners.
• Collaboration: Partner with investment, quantitative, data, and technology teams to improve analytics, production reliability, workflow automation, and decision support across global locations.

What qualifications or skills should you possess in this role?

Required qualifications:

• 4-8 years of relevant experience in quantitative/structured-products roles, including direct experience developing or working with…