Description

The role sits at the intersection of macro research and portfolio management and is responsible for supporting Group Treasury Investment Office’s ALM and investment strategy development and positioning across multiple Group balance sheets (including banking, insurance and foreign subsidiaries).

Design and develop tailored ALM and investment strategies and frameworks for the different shareholder balance sheets across banking, insurance and other subsidiaries.

Translate balance sheet objectives into portfolio strategies and investment mandates.

Formulate Investment and ALM positioning/strategies in response to macroeconomic views and market conditions as influenced by implications for interest rates, yield curves, credit spreads, inflation expectations, foreign exchange markets, and other key balance sheet drivers.

Support investment portfolio construction through design of appropriate mandates and portfolio parameters aligned ...