Strategic Liquidity Reserve Portfolio Manager
Job Title: Strategic Liquidity Reserve Portfolio Manager
Corporate Title: Vice President
The Strategic Liquidity Reserve team's hub is in London, with additional team members in New York and Sydney. The team are primarily running a High Quality Liquid Assets (HQLA) portfolio of bonds on an asset swap basis, across multiple currencies encompassing government, Supranational, Sub-Sovereign and Agency and covered bonds. Daily activity includes portfolio management, bond and asset swap trading, repo and reverse repo trading, collateral management and risk and Profit and Loss review/sign-off.
- Identifying and executing HQLA investment/divestment opportunities across EUR/USD/GBP
- Managing to an appropriate risk/reward profile within defined credit and market risk limits
- Overseeing collateral optimisation
- Assisting with recurring daily tasks
- Assisting on adhoc strategic projects (including analysis and preparation of materials)
Skills & Qualifications:
- Deep understanding of and practical experience in bond, swap and repo markets
- Market-facing experience
- Understanding of and strong interest in portfolio management tools and approaches, both in theory and in practice
- Understanding of financial resource constraints of a financial institution and framework for HQLA
- Educated to Bachelor's degree level or equivalent qualification / relevant work experience (finance, economics or mathematics would be beneficial)
- An outstanding team player willing to work in a high pressure environment
- Able to interface with trading, sales and support
- Able to use initiative and react quickly to changing priorities
- A strong communicator with good coordination skills
- A Chartered Financial Analyst qualification would be beneficial
Diversity, inclusion and mutual respect are essential elements of who we are. These values define the working environment we strive to create - engaging, supportive and welcoming of different views. We believe innovation stems from intellectual curiosity alongside the right mix of skills and talents. Therefore, we embrace a culture reflecting a variety of perspectives, insights and backgrounds. The company promotes equality of opportunity and encourages the development of all employees to their full potential. We are open to agile working arrangements - talk to us about flexibility and other initiatives we offer.
We are an equal opportunities employer who seeks to recruit and appoint the best available person for a job regardless of age, disability, gender reassignment, marriage or civil partnership, pregnancy or maternity, race (which includes colour, nationality and national or ethnic origins), religion or belief, sex or sexual orientation. We aim to treat all employees in a fair and consistent manner, promote good working relationships to encourage high standards of conduct and performance within a work environment free from harassment, bullying and discrimination.
Please let us know if you require any adjustments to enable you to apply or attend an interview. If you would like to discuss your requirements, or have any concerns about the application process, please contact your recruiter.