We are
currently looking for a Head of Investment Portfolio & Derivatives to lead
a strategic team at the heart of the bank’s balance sheet management. This role
offers a unique combination of leadership, market expertise, and business
impact, with direct influence on revenues, client solutions, and investment
strategy.
Your next challenge:
Portfolio
Management & Performance
- Define and implement the investment
and hedging strategy for the bank’s portfolio (HQLA, fixed income,
derivatives), balancing liquidity, risk, and profitability objectives. - Deliver core revenue
targets. - Optimize portfolio size,
duration in asset allocation decisions (duration, credit quality, asset
mix, ESG strategy) within the investment guidelines. - Develop management and
reporting tool capabilities.
Client
Solutions & Market Expertise
- Oversee the structuring
and execution of interest rate derivatives for both balance sheet and
client activities. - Drive client-centric
hedging solutions (caps, swaps, pricing, prepayment penalties, rate
setting). - Provide pricing expertise
and market insights to support Sales and Relationship Managers.
Transversal
Strategic Support
- Provide market insights
and recommendations to ALCO and senior management. - Implement structural
interest rate hedging strategies with ALM. - Act as a market expert
and key liaison between Financial Market activities, Finance, Risk
Management, and Sales. - Support strategic balance
sheet management initiatives.
Team
Leadership
- Lead and develop a team
of portfolio managers and derivatives specialists. - Foster versatility,
collaboration, and continuous improvement.
Risk,
Governance & Regulatory Contribution
- Monitor and manage
interest rate, credit, and liquidity risks related to portfolio activities. - Ensure compliance with
IFRS 9, hedge accounting, and internal risk policies. - Contribute to key
bank-wide reports (ICAAP, ILAAP, Pillar 3, annual reporting, etc.).