Portfolio Manager, Derivatives (Fixed Income or Equities)

A reputable with strong Asian focused asset management organisation is hiring a Portfolio Manager, Derivatives in Singapore. Preference for candidates with fixed income derivatives experience or equity derivatives experience. Only candidates currently working in Singapore will be considered!

Responsibilities

• Designing, modelling, structuring and advising on derivatives-based strategies and solutions for Group functions and AIA BUs, mostly for complex LDI-ALM and Efficient Portfolio Management purposes.
• Designing and managing new generations of index-linked and protected investment products, contributing significantly to idea generation, differentiation, and a reduction of the time-to-market of those products.
• Managing cross-asset derivatives portfolios outsourced by AIA Insurance Business Units to AIA IM, blending a proper perspective on financial and derivatives markets and an effective and disciplined risk management approach.
• Managing proactively Collateral requirements (anticipating the needs, managing collateral pools, executing collateral transformation trades).
• Developing required front-office derivatives analytics and quantitative tools.

Qualifications

• Minimum of 10 years experience of structuring or managing linear and non-linear Derivatives based solutions and portfolios (cross-asset preferred), preferably from investment banks.

Required Skills

• Excellent expertise in all technical aspects of derivatives (markets knowledge, modelling and pricing), including complex structures and XVA, ideally combined with an experience in developing Derivatives analytics with Numerix and Python.
• Knowledge in investment-linked insurance products, systematic strategies, ALM and LDI strategies, insurance related regulations (ICS and IFRS) preferred.
• Understanding of collateral management and optimization, impact on derivatives pricing, funding markets (repo, securities lending).
• Excellent interpersonal skills and unquestionable team player; intellectually curious, details oriented, analytical thinker, proactive and delivery focused.
• Proven capability to navigate large and complex organizations.
• Financial Engineering background preferred.
• CFMAS module 3 preferred but nonessential.