Assistant Structured Products Fund Manager recruitment

Fund Management

The role holder will have responsibility for the management of structured portfolios with particular focus on the development of quantitative models applied to each investment strategy.  The role holder will use strong excel and VBA programming skills to optimise the fund management process. 

The portfolios have wide ranging investment objectives with underlying exposure to traditional asset classes such as equity and fixed income as well alternatives asset classes such as commodities.  The exposure is obtained using OTC or listed derivatives, exchange traded funds, mutual funds or via direct investment.

• Daily management of portfolio positions including active management of derivatives within a UCITS IV framework and other risk parameters such as OTC exposure, volatility, FX, credit, leverage, VAR limits etc.

• Trade execution directly with market as well as via internal execution teams ensuring at all times that execution channels are efficient in terms of price, transaction cost and service. Play a key role in bidding / counterparty selection process.

• Build and maintain scalable and control focused management models that ensure the portfolio investment objectives and guidelines are maintained at all times.

• Deep understanding and input into the front to back process covering key areas such as operations, risk, legal compliance and other areas that could comprise the integrity of the fund management process for structured portfolios.

System development

Significant input to development of:

• Portfolio management systems development of analytical tools used in the day-to-day process.

• Risk and collateral management

• Maximise use of IT / tools available  including transition of funds to strategic platforms

 Qualifications, skills:

• Expert Excel VBA skills

• Strong quantitative skills required to continue development of investment models and pricing tools.

• Strong degree/academics.

• CFA preferred

• Understanding of UCITS IV rules with respect to derivative usage and portfolio diversification

Must be control focused and have a fiduciary mindset