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Sr. Derivatives Portfolio Manager

Company:
Royce Ashland Group, Inc.
Location:
Portland, Oregon, United States
Posted:
November 23, 2016
Description:

Responsible for the prudent management of one or more of our client's portfolios including investment strategies, credit analysis and buy/sell decisions along with market trend, economic, and security class analysis which impact current and future portfolio performance.

Responsibilities:

Contribute to the company’s success through excellent customer service and meeting or exceeding performance objectives for the following major job functions:

Trader for derivative products focused on interest rate swaps.

Ensure that trades are booked and valuation and risk information flows to all downstream systems/reporting; adhere to investment policies

Maintain frequent contact with capital markets, intermediaries and other information sources to understand flows/likely going flows and their implications for markets

Track market conditions and perform ongoing analysis of portfolio, considering transaction cost, accounting, capital, cash and collateral constraints

Collaborate with Risk Management to understand multiple dimensions of business challenge, goals and constraints to shape recommendations

Bring insights gained from dialogues with external parties to the organization as appropriate

Qualifications:

3 - 5+ years of experience in relevant products on buy- or sell side

Strong understanding of derivatives environment including dealers and exchanges, products, end users and their motivations, regulation, accounting, operations, and governance

Excellent analytical skills

Thorough understanding of financial theory and derivative math

Ability to manage up, down and across in a team-oriented environment

Excellent communications skills

PREFERRED QUALIFICATIONS

Experience in investing, especially life insurance company investing

Extensive knowledge of swap modeling and trading

Undergraduate in business, finance or related field. MBA preferred.

(PL)