The Company is seeking a Vice President, Quantitative Research Analyst for Exposure and Liquidity Research within the Portfolio Exposure and Liquidity division. This role is pivotal in advancing the research agenda related to total portfolio liquidity and financing, rebalancing, securities lending, and collateral optimization. The successful candidate will be responsible for developing quantitative tools and analytics to enhance the company's liquidity management capabilities, deepen risk management practices, and support decision-making for optimal portfolio outcomes. The role requires a quantitative profile with a strong background in data analysis, market intuition, and a focus on integrating these skills to drive robust decision-making. Candidates for this position should have a minimum of 8 years' of relevant quantitative experience, with a degree in a quantitative discipline such as mathematics, physics, statistics, computer science, finance, or a related field. Strong Python skills, statistical modeling, back-testing, portfolio construction, and optimization are essential. The ideal candidate will have market knowledge in areas such as asset and liability management, liquidity risk, and experience with financial datasets. Strong communication and interpersonal skills are also necessary, as the role involves partnering with portfolio managers and mentoring junior researchers. Experience with liquidity risk analytics, collateral and margin optimization, or AI-assisted research tools is highly desired.

Hiring Company

GIC