JOB SUMMARY / INTRODUCTION
Develop, manage, and optimize money market, smart cash, and High-Quality Liquid Asset (HQLA) portfolios aligned with client mandates, liquidity objectives, and internal investment views. Translate strategic and tactical views into actionable portfolio positioning across short-duration fixed income, cash and liquidity instruments, calibrated to HQLA eligibility, LCR, RWA, duration and risk constraints. Collaborate with research, treasury, and risk teams to refine relative value and security selection and ensure alignment between top-down and bottom-up investment processes. Execute portfolio decisions while adhering to investment guidelines, risk parameters, and performance targets, operating within an augmented operating model in which FAB retains full ownership of assets, operations, and regulatory accountability.
KEY RESPONSIBILITIES
- Construct and manage money market, smart cash and HQLA portfolios, leading on relative value and allocation decisions across short-duration and liquidity instruments
- Manage several liquidity and short-duration strategies with different risk/return, duration and liquidity mandates
- Conduct fixed income and money market research with an emphasis on issuer, security and relative value selection (govies, SSA, GSE, repo/reverse repo and swaps)
- Develop risk management strategies to protect HQLA eligibility, LCR/RWA objectives and client assets, ensuring portfolio stability and compliance
- Assess investment performance and report to findings to the Chief Investment Officer
- Perform financial forecasting to run scenario analysis and stress testing
- Money market & short-duration investment strategy
- Discretionary Portfolio Management (DPM)
- HQLA / LCR / RWA optimisation & cash and collateral management
- Portfolio strategy development
- Portfolio risk management & compliance
- Investment performance
REQUIREMENTS / QUALIFICATIONS
- Deep knowledge of money markets, short-duration fixed income and liquidity instruments (govies, SSA, GSE, repo/reverse repo, interest rate swaps) and of HQLA, LCR, NSFR and RWA frameworks to drive portfolio performance and navigate markets
- Ability to develop and implement investment strategies that align with the firm’s goals and targets
- Strong ability to analyze investment performance and trends
Familiarity with portfolio management and trading tools (e.g., SimCorp, Bloomberg, BlackRock Aladdin, Markit) and experience operating within an outsourced / augmented mandate model with independent trade validation, reconciliation and collateral controls
