Portfolio Manager, Derivatives

AIA

  • Singapore
  • Permanent
  • Full-time
  • 21 days ago
FIND YOUR 'BETTER' AT AIAWe don’t simply believe in being ‘The Best’. We believe in better - because there’s no limit to how far ‘better’ can take us.We believe in empowering every one of our people to find their 'better' - in the work they do, the career they build, the life they live and the difference they make. So that together we can support even more people - including our own - to live Healthier, Longer, Better Lives.If you believe in better, we’d love to hear from you.About the RoleJoin our Derivatives team!In this role, you will be responsible for managing cross-asset derivatives portfolios outsourced by AIA Insurance Business Units to AIA IM, blending a proper perspective on financial and derivatives markets and an effective and disciplined risk management approach. You will also be designing, modelling, structuring and advising on derivatives-based strategies and solutions for Group functions and AIA BUs.Derivatives Portfolio Management:Handle linear and non-linear derivatives portfolios, across asset classes, in line with portfolio mandates benchmarks and key risk metrics, following a rigorous investment process based on solid understanding of macro and markets environments, and a disciplined risk management approach.Lead efficiently scarce resources (cash, collateral, risk limits) ancillary to derivatives portfolios.Derivatives Solutions: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, based on a deep understanding of relative economic value, liquidity, and geographical nuances between different derivatives instruments.Help to define, model and quantify the objectives of such derivative strategies and suggest and similarly quantify alternatives for decision makers on such trades.Derivatives Infrastructure:Support the rollout of new Investment and Derivatives Management systems.Support the development of the Derivatives and collateral infrastructure, in particular front-office analytics and portfolio management toolsWhat you will need: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.Believe in better with AIA. If you work at AIA, you play an important part in this movement. Which is why we give you every opportunity to learn, grow and shape your career - your way!Build a career with us as we help our customers and the community live Healthier, Longer, Better Lives.You must provide all requested information, including Personal Data, to be considered for this career opportunity. Failure to provide such information may influence the processing and outcome of your application. You are responsible for ensuring that the information you submit is accurate and up-to-date.

AIA