AVP/VP, Portfolio Risk
- Singapour, Singapore
- CDI, Plein-temps
- GIC Private Limited
- 23 janv. 18 2018-01-23
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.
We are looking for a suitable candidate to join the Enterprise Risk & Performance team as AVP/VP. This team is responsible for providing risk and performance analysis for the GIC total portfolio which includes public and private equities, fixed income and real estate. The aim is to identify, assess and communicate risks and performance drivers across multiple asset classes to our senior management and clients. Ultimately, to partner the investment team in risk response decisions and deployment of risk capital.
- Conduct portfolio risk analysis, providing independent assessments of asset allocation and other portfolio-level investment strategies.
- Develop a deep understanding of the GIC portfolio and the areas it is exposed to both systematic and idiosyncratic risks.
- Develop relevant frameworks and metrics for portfolio risk analysis.
- Conduct scenario analysis, and stress tests for the GIC portfolio.
- Proactively highlight risk issues to the Chief Risk Officer and senior management.
- At least 5-7 years of relevant experience in a large financial or fund management institution, e.g. in portfolio management, trading, investments, portfolio risk analysis, quantitative research, or portfolio construction.
- Experience in multi-asset class portfolios, scenario analysis and stress testing.
- Quantitative and modelling skills, and experience working with modelling software (e.g. R, Matlab).
- An ability to code is highly advantageous.
- Good Masters qualifications in a finance or related discipline.
- Able to work both independently and collaboratively in a team setting.