Portfolio Manager, Derivatives (AIA Investment Management)
Core
Designing, modelling, structuring, and managing derivatives-based strategies and portfolios to enhance risk-adjusted returns for AIA's shareholders and policyholders, with a focus on complex LDI-ALM and index-linked products.
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
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Derivatives structuring and pricing, cross-asset portfolio management, collateral optimization, quantitative modelling, XVA analysis, macro and market analysis
Preferred skills
Knowledge of investment-linked insurance products, ALM and LDI strategies, actuarial sciences, financial engineering background, Numerix and Python development
Technologies
Numerix, Python
Responsibilities
Design and optimize derivatives strategies; analyze and design index-linked investment products; manage linear and non-linear derivatives portfolios; manage cash and collateral resources; support development of derivatives analytics infrastructure
Seniority
Senior, hands-on IC