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HQLA Portfolio Manager

Employer
BSM Group
Location
London, United Kingdom
Salary
Competitive
Closing date
Mar 22, 2019

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Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors

The role will place you at the forefront of running the bank's HQLA portfolio made up predominantly of bonds on an asset swap basis, across multiple currencies encompassing government, SSA and covered bonds.

Daily activities include bond and asset swap trading, repo and reverse repo trading, collateral management and risk and PnL sign off.

Key responsibilities:

  • 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
  • Collateral optimisation
  • Assistance with recurring daily tasks
  • Assistance on adhoc strategic projects (incl. analysis and preparation of materials)

You will have:

  • Deep understanding of and practical experience in at least two of the following: bond / swap / repo markets
  • Market facing experience
  • Understanding of and strong interest in portfolio management tools and approaches both in theory and in practice
  • Minimum of 2 years relevant experience gained in Front Office or Treasury
  • Understanding of financial resource constraints of a financial institution and framework for HQLA
  • Strong academic background in finance, economics or mathematics

You will be:

  • 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
  • Flexible, resilient, confident and determined
  • A CFA charter holder ideally

For any more information please contact declanstark@bsmgroup.com

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