VP, Risk Quantitative Analyst

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. Risk and Performance Management Department (RPMD) In Risk & Performance Management Department (RPMD), we work collaboratively across teams to identify and address potential blind spots, ensuring that all relevant risks are considered and duly addressed. Enterprise Risk and Performance The Enterprise Risk and Performance (ERP) team within RPMD is responsible for integrated total portfolio risk management across investment, liquidity, leverage, sustainability, and other transversal risks. The team delivers independent assessments of investment risks and performance drivers, provides constructive challenge on portfolio design, and capital allocation decisions and leads the strategic development of total portfolio risk analytics and model risk management capabilities. What will you do as a Risk Quant This role offers the opportunity to contribute to the development of GIC’s next-generation risk analytics capabilities through deep expertise in risk methodology, quantitative research, model development, and new computation. The role sits within the Enterprise Risk Performance team and focuses on advancing the firm’s enterprise-level portfolio risk methodologies across asset classes. The successful candidate will be deeply involved in risk methodology research, model design, implementation, validation, and enhancement. In addition, the role will contribute to product management activities to help translate research outcomes and quantitative models into scalable risk analytics products for business users. This is a highly quantitative role suited for an individual who combines strong risk modelling expertise with practical experience in computation, analytics implementation, and stakeholder engagement. The candidate should be comfortable working closely with risk managers, portfolio managers, quantitative researchers, tech teams, and product managers. Key Responsibilities 1. Risk methodology research and development Conduct research on enterprise risk methodologies across public and private markets, with a focus on institutional portfolio risk measurement. Develop proof-of-concept studies and research code for new methodologies, model assumptions, calibration approaches, and analytical techniques. Evaluate existing methodologies and identify opportunities to improve robustness, explainability, accuracy, and business relevance. Research and assess emerging topics, industry practices, and academic developments relevant to portfolio risk analytics. Work closely…