Portfolio Manager, Derivatives (AIA Investment Management)
Core
Designing, modelling, structuring, and managing complex derivatives-based strategies and portfolios for an insurance group's asset management function, focusing on LDI-ALM, efficient portfolio management, and index-linked products.
Role type
Senior IC derivatives portfolio manager and strategist
Builds
Derivatives-based investment solutions, index-linked insurance products, and collateral management frameworks
Domain
Insurance asset management, derivatives trading, and financial engineering
Required skills
Derivatives structuring and pricing, cross-asset portfolio management, collateral optimization, quantitative modelling, XVA analysis, macro market analysis, regulatory knowledge (ICS/IFRS)
Preferred skills
Actuarial sciences, Financial Engineering background, Numerix, Python, knowledge of investment-linked insurance products
Technologies
Numerix, Python
Responsibilities
Design and optimize derivatives strategies for Group functions and Business Units; Analyze and propose innovative index-linked investment products; Manage cross-asset derivatives portfolios and collateral requirements; Develop front-office derivatives analytics and quantitative tools
Seniority
Senior, hands-on IC