We are seeking an experienced Portfolio Manager, Derivatives to manage and developderivatives-based investment strategies and portfolios across multiple assetclasses. The role will be responsible for portfolio construction, derivatives structuring, investment solutions and risk management, with a focus on delivering efficient and innovative investment outcomes.
The successful candidate will work closely with investment, risk and businessstakeholders to develop derivatives solutions supporting liability-driven investment (LDI), asset-liability management (ALM), efficient portfolio management and structured investment solutions.
KeyResponsibilities
- Design, structure and optimize derivatives-based investment strategies and solutions across asset classes.
- Manage and/or support cross-asset derivatives portfolios in accordance with investment mandates, benchmarks, risk limits and portfolio objectives.
- Analyse market conditions, relative value, liquidity and risk characteristics to support investment and derivatives decisions.
- Develop and structure index-linked, protected and other derivatives-based investment solutions, including option-based strategies.
- Monitor portfolio performance, market exposures, liquidity and key risk metrics, and implement appropriate portfolio adjustments.
- Manage collateral requirements and optimize collateral resources associated with derivatives portfolios.
- Evaluate collateral and funding considerations, including repo and securities lending markets.
- Develop and enhance derivatives analytics, quantitative models and front-office portfolio management tools.
- Collaborate with internal stakeholders to develop investment solutions and implement new strategies and portfolio management capabilities.
- Contribute to the enhancement of investment and derivatives management systems and processes.
Requirements
- Bachelor's or Master's degree in Finance, Financial Engineering, Mathematics, Economics or a related quantitative discipline.
- Minimum 10 years of relevant experience in derivatives structuring, trading, portfolio management or investment solutions.
- Strong experience with linear and non-linear derivatives, preferably across multiple asset classes.
- Strong technical knowledge of derivatives markets, pricing, valuation, modelling and risk management.
- Experience in fixed income derivatives or equity derivatives is advantageous.
- Experience in an investment banking, asset management, insurance investment or similar financial institution environment is preferred.
- Strong understanding of collateral management, collateral optimization and derivatives-related funding and liquidity considerations.
- Experience with LDI, ALM, investment-linked products, systematic strategies or structured investment solutions is advantageous.
- Programming or quantitative modelling experience, particularly Python, is preferred.
- Knowledge of derivatives analytics platforms and portfolio management systems is advantageous.
- Relevant professional qualifications in financial markets or financial engineering are preferred.
Skills and Competencies
- Strong analytical, quantitative and problem-solving skills.
- Sound Investment judgement and a disciplined approach to risk management.
- Strong understanding of financial and derivatives markets.
- Ability to translate complex quantitative analysis into practical investment solutions.
- Excellent communication and stakeholder management skills.
- Strong attention to detail, proactive mindset and ability to work effectively in a collaborative investment environment.
- Ability to operate effectively within a large and complex organization.
