The role will support my clients asset management and the group’s cash generation objectives by leading the development hedging capabilities and design of hedging strategies.
- Develop derivative management capabilities
- Cross currency hedging platform
- Liquidity management (CSA, liquidity swaps, SPV solutions)
- Broaden range of derivative capabilities and available hedging tools
- Design, develop and deploy derivative-based risk-management strategy. Identify optimal hedge ratios and hedging instruments. Liaise with wider ALM & Structuring and Markets & Portfolio Management team to embed in risk management framework
- Ad-hoc Group-level hedging for BPA, M&A amongst others
- Support the development of new derivative-based asset capabilities
- Where relevant, support the review, challenge and improvement of the Group’s internal model and capital policy design and calibrations market risks
- Structuring experience in banking (ideally) or front-office derivative team within an asset manager or insurer
- Fluency with quantitative toolkits/systems such as VBA, Matlab, Bloomberg, R, C++, other analytical data tools. We currently use Bloomberg, VBA and Matlab.
- Knowledge of Financial Information System Software such as Fincad / Aladdin preferred
- Knowledge of the key risk characteristics across inflation, credit, rates and equity derivatives. Rates a must.
- Good interpersonal and communication skills
- Ability to work on a project basis