Portfolio Manager, Derivatives (AIA Investment Management)
Core
Designing, modelling, structuring, and managing derivatives-based strategies and portfolios for complex LDI-ALM and Efficient Portfolio Management purposes, including index-linked products and collateral management.
Role type
Senior IC derivatives portfolio manager and strategist
Builds
Derivatives strategies, index-linked investment products, and collateral management solutions for AIA Group functions and Business Units
Domain
Insurance asset management, derivatives, and financial engineering
Required skills
Derivatives structuring and management (linear and non-linear), quantitative modelling and pricing, XVA, collateral management and optimization, macro and markets analysis, risk management, financial engineering
Preferred skills
Investment-linked insurance products, systematic strategies, ALM and LDI strategies, insurance regulations (ICS and IFRS), actuarial sciences, Numerix, Python, CFMAS module 3
Technologies
Numerix, Python
Responsibilities
Design and optimize derivatives strategies; analyze and design index-linked investment products; manage cross-asset derivatives portfolios; manage cash and collateral resources; develop derivatives analytics and quantitative tools
Seniority
Senior, hands-on IC