Derivatives Portfolio Manager

7 days ago


Singapore AIA Singapore Private Limited Full time
About the Role

We are seeking a highly skilled Derivatives Portfolio Manager to join our team at AIA Investment Management. As a key member of our Derivatives team, you will be responsible for managing cross-asset derivatives portfolios outsourced by AIA Insurance Business Units to AIA IM.

Key Responsibilities
  • Design, model, structure, and advise on derivatives-based strategies and solutions for Group functions and AIA BUs.
  • Handle linear and non-linear derivatives portfolios, across asset classes, in line with portfolio mandates, benchmarks, and key risk metrics.
  • Lead efficiently scarce resources (cash, collateral, risk limits) ancillary to derivatives portfolios.
  • Drive the implementation of the platform to structure and handle derivatives-centric investment-linked insurance products.
  • Provide expert advice to AIA BUs and Group functions to design and optimize their derivatives strategies.
Requirements
  • Minimum of 10 years' experience of designing and handling linear and non-linear Derivatives portfolios (cross-asset preferred), preferably in an asset management company.
  • Excellent expertise and technical expertise in all aspects of derivatives.
  • Experience in structuring investment-linked insurance products, and handling associated portfolios.
  • Experience of working with LDI strategies and ALM/Actuarial sciences knowledge preferred.
  • Experience in collateral management and optimization, and funding markets (repo, securities lending) a plus.
  • Experience in developing Derivatives analytics and experience with Blackrock Aladdin system preferred.
  • Good interpersonal skills: credible communicator with good verbal and written communication skills.
  • Good Teammate and able to communicate in a diverse culture environment.
  • Intellectually curious, details oriented, analytical problem solver, proactive and delivery focused. Trustworthy and reliable.
  • CFMAS (Modules 3, 5, 6, 6A) preferred.
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