Portfolio Manager-Derivatives

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.