Investment Manager - Capital Markets & Liquidity Management

Job Description

Responsibilities • Portfolio Management & HQLA: Actively manage the bank’s fixed income investment portfolio with a primary focus on HQLA to ensure optimal yield while strictly adhering to regulatory liquidity ratios (e.g., LCR, NSFR) and internal limits. • Credit Bond Investment & Risk: Source, analyze, and execute credit bond investments. Actively manage portfolio credit risk by conducting thorough fundamental credit analysis, monitoring credit migrations, and ensuring compliance with the bank's credit risk appetite. • Interest Rate Risk Management: Manage the portfolio's duration and interest rate risk exposure. Analyze yield curve dynamics and execute trades to optimize risk-adjusted returns. • IRRBB Compliance & Strategy: Handle Interest Rate Risk in the Banking Book (IRRBB) requirements. Work closely with the ALM and Risk teams to measure, monitor, and mitigate IRRBB exposures, utilizing appropriate hedging strategies when necessary. • Reporting & Strategy: Prepare and present portfolio performance, risk metrics, and macroeconomic analyses to the Asset and Liability Committee (ALCO) and senior management. Show More