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Broaden range of derivative capabilities and available hedging tools
Design, develop and deploy derivative-based risk-management strategy. Identify optimal hedge ratios and hedging instruments. Liaise with wider ALM & Structuring and Markets & Portfolio Management team to embed in risk management framework
Ad-hoc Group-level hedging for BPA, M&A amongst others
Support the development of new derivative-based asset capabilities
Where relevant, support the review, challenge and improvement of the Group's internal model and capital policy design and calibrations market risks
Structuring experience in banking (ideally) or front-office derivative team within an asset manager or insurer
Fluency with quantitative toolkits/systems such as VBA, Matlab, Bloomberg, R, C++, other analytical data tools. We currently use Bloomberg, VBA and Matlab.
Knowledge of Financial Information System Software such as Fincad / Aladdin preferred
Knowledge of the key risk characteristics across inflation, credit, rates and equity derivatives. Rates a must.