LDI Portfolio Manager
Core
Managing derivative and Liability Driven Investment (LDI) portfolios, providing market input, and analyzing liabilities to determine appropriate hedge instruments.
Role type
Senior IC Liability Driven Investment Portfolio Manager
Builds
Derivative and LDI portfolios for institutional clients
Domain
Institutional Asset Management / Pensions
Deliverable
production ML models | product features | dashboards & analysis | client delivery
Required skills
Liability Driven Investment (LDI) portfolio management, OTC derivative trading, risk management and controls, performance and risk attribution analysis, regulatory compliance, client communication, market view development, relative value analysis of government bonds and swaps
Preferred skills
Defined benefit pensions schemes strategy and regulation (UK, Ireland, Netherlands, Germany), CFA Charter, Python and VBA coding, Aladdin platform experience
Technologies
Aladdin, Python, VBA
Responsibilities
Manage assigned portfolios consistent with investment process and client objectives, oversee OTC derivative transactions with investment banks, monitor restrictions and triggers in portfolios, develop and express market views, review relative value opportunities between government bonds and swaps, check and prepare written client communication and reports, engage with regulatory developments, review control processes, maintain relationships with investment banks' trading desks, contribute to talent development
Seniority
Senior, hands-on IC