VP, Quantitative Strategist, External Managers

GIC Private Limited•New York, NY

11d•$200,000 - $280,000•Hybrid

About The Position

The External Managers Department seeks to identify and develop relationships with the best breed of global investment managers to benefit GIC at large, and at the same time capturing investment opportunities to outperform our benchmarks. In this role, you will partner with portfolio managers and analysts in EMD. Your primary focus will be on the Developed Markets Equity book, applying quantitative and data-driven techniques, including AI/ML, to sharpen how external managers are underwritten, sized and monitored. Your work will span across quantitative research, idea generation, quantitative due diligence, portfolio construction, monitoring and performance attribution. The objective is to improve risk-adjusted returns by embedding quantitative excellence into the investment process and partner with portfolio managers to answer hard questions.

Requirements

Advanced degree (master’s or PhD preferred) in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Engineering, Financial Engineering or Economics.
Relevant experience in quantitative research and analysis, ideally applied to equities and/or manager/fund analysis; experience with the assessment of external managers is an advantage.
Strong expertise in data integration for investment analysis and in quantitative portfolio construction, risk modelling and performance attribution.
Proficiency in Python and SQL, with strong data-visualization skills; familiarity with Databricks or similar, cloud/lakehouse workflows, Git-based development and modern AI/ML and LLM tooling is a plus.
Excellent communication skills, with the ability to understand and cater to the needs of portfolio managers and analysts, and to translate quantitative results into actionable investment insight.

Nice To Haves

experience with the assessment of external managers is an advantage
familiarity with Databricks or similar, cloud/lakehouse workflows, Git-based development and modern AI/ML and LLM tooling is a plus.

Responsibilities

Deliver deep research on portfolio topics, typically as short white papers, and cross-pollinate applications, analysis and insights across investment teams.
Work directly with PMs to analyze markets, strategies, and allocations e.g. long-only and long-short equity hedge funds, to create conviction in allocations, support continues underwriting, and landscape new investment areas of focus.
Support the investment team in portfolio construction, risk budgeting, and factor analysis to uncover opportunities and challenges.
Conduct data-driven research to identify dislocations and their drivers, and to understand how market regimes and macro drivers bear on managers' alpha cycles, surfacing opportunities and headwinds to the investment team in a timely way.
Apply AI/ML to structured and unstructured manager information and contribute to building agents to enhance and augment the department’s investment process.
Develop analytics and applications (e.g. Streamlit apps) that begin as research in response to specific portfolio questions and productionize recurring work, so it is documented and version controlled.
Contribute to the department's shared libraries, documentation and analytical standards.