Head Of Rates And Treasury, Senior Fixed Income Portfolio Manager
Head of Rates & Treasury, Senior Portfolio Manager (2007 - 2020). Member of the management, investment and risk committees. Collaborated on business strategy planning, business oversight, investment and risk oversight. Chaired monthly macro-economic meetings for senior portfolio managers and published interest rate views internally and externally. Responsible for funds’ interest rate duration and FX exposures. Managed the treasury function (cash management and balance sheet FX hedging).Head of Structured Products (2003-2020)Developed the complex liability management processes for the structured products issued from MTN programmes (notes hedged with FI and equity derivatives). Chaired monthly structured products meetings.Portfolio Manager (2002-2007)Lead portfolio manager for levered ABS bond funds and also managed ABS and corporate bonds across multi-credit funds.