Derivative Strategy Lead Derivative Strategy Lead …

The Emerald Group
in London, United Kingdom
Permanent, Full time
Last application, 29 Oct 20
Market Rate
The Emerald Group
in London, United Kingdom
Permanent, Full time
Last application, 29 Oct 20
Market Rate
Posted by:
Mr Asset Management • Recruiter
Posted by:
Mr Asset Management
Recruiter
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.

Accountabilities

  • 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

Experience Required

  • 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
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