AVP, External Managers, Portfolio Construction and Risk - Macro, Fixed Income and Credit
Core
Construct and manage GIC's hedge fund portfolios with a focus on macro, fixed income, and credit strategies, integrating manager evaluation, portfolio construction, and risk management.
Role type
Senior IC portfolio construction and risk manager (hedge funds)
Builds
Resilient portfolios of external hedge fund managers
Domain
Alternative investments, hedge funds, macro, fixed income, credit
Required skills
quantitative analysis, qualitative assessment, portfolio construction, risk management, statistics, MS SQL, Python/VBA/R, fixed income/credit/currencies knowledge
Preferred skills
hedge fund allocation, external-manager due diligence, multi-manager portfolio construction, global macro, fixed-income relative value, credit long/short, structured credit, multi-strategy investing
Technologies
MS SQL, Python, VBA, R, Excel
Responsibilities
Evaluate hedge fund managers and strategies to develop allocation and risk-mitigation recommendations; Monitor manager performance, exposures, and portfolio developments; Analyze manager contributions to aggregate portfolio performance, diversification, and tail risk; Contribute to portfolio construction and risk-management frameworks; Build analytical tools, dashboards, and databases; Collaborate with investment professionals on sourcing and relationship management
Seniority
Senior, hands-on IC