Sam Liu Email & Phone Number

內湖

• The main responsible for this role is: FI investment、 cash management、asset allocation、risk management、bank relationship
• Managed capital for US$300million including Taiwan, Hong Kong and Shanghai subsidiaries.
• Investment coverage: Private / Public Fixed Income products、Derivatives: IRS-Interest Rate Swap、CCS- Cross Currency Swap、NDF- Non-Deliverable Forward、CDS- Credit Default Swap、Inverse ETFs 、Index Futures and.
• Maintained bank relationship、Strengthened credit line、Monitored leverage ratio、Modified asset allocation.
• Established risk management system: VaR, currency risk, liquidity risk, country risk, and interest rate risk…etc.

Taipei City, Taiwan

The main responsible for this role is: 1. manage AllianzGI Global Bond Fund to beat Barclays Credit Index and Peers.2. manage AllianzGI RMB Money Market Fund to beat Benchmark and Peers.* Searched for potential investment targets, Modified components of portfolio, Predominate portfolio duration, yield, and performance.* Focused on hard currency Asia.

Taipei City, Taiwan

• The main responsible for this role is to suggest Fund Manager to make correct investment decisions.
• Assessed emerging market relative value and Recommended Global EM cash bond focus on Asia space.
• Built internal credit rating score system and Price-Spread Valuation Model.
• Analyzed credit metrics of single corporate and industry trend.(Bottom UP)
• Examined global macro data and predicted Treasury trend.(Top Down)
• 2016 July PIMCO Annual Fixed Income Forum, HK

Taipei City, Taiwan

• The main responsible for this role is to manage Credit Product to achieve yearend target.
• Fulfilled individual AUM and budget by credit cash bond, Ratio of 2014 budget achievement 140% ($7.57mn/$5.4mn)
• Analyzed global macro-economic status ； Determined on judging FFR decision ；Reported on industry presentation.
• Searched, Analyzed and Invested in US$ denominated cash bond. Correctly determined the credit spread of invested cash bond cases.
• Managed portfolio for US$2,400million with DM cash bond (Metal Mining, Pharmaceutical, and Chemical sectors) and US$850 million with EM cash bond focus on Asia and LaTam (Asia - Ex: PTT、TOP、PETMK、.
• 2015 March HSBC America Issuer Meeting, US

Taipei City, Taiwan

• The main responsible for this role is to manage Credit Product and Interest Rate Product to achieve yearend target.
• Fulfilled individual AUM and budget by structure note and credit cash bond.
• Traded in U.S. treasury 10y and 30y, Ratio of budget achievement 147% ($3.68mn/$2.5mn)
• Using hedging tools to avoid interest rate risk and duration risk, EX: PST and TBT.
• Managed portfolio for US$460 million with structure products (CMS, RMS, Dual Range Term) and US$ 250 million with Asia cash bond.
• Assessed the P&L of personal portfolio and engaged in weekly presentation.

Taipei City, Taiwan

• The main responsible for this role is to manage Domestic book to achieve yearend target.
• Traded in Domestic Bond Products including Government Bond, Corporate and Financial Bond, achieving yearend budget, Ratio of budget achievement 195% (TWD$292mn/TWD$150mn)
• Managed credit portfolio for NT$5 billion with derivative products (CP Range Accrual, Fixed Rate Callable, CMS spread)
• Monitored and reviewed existent CDO or CBO portfolios; Built and forecasted those products’ future cash flow.
• 2011 September Deutsche Bank Asia Insurance Investor Meeting, HK.

Taipei City, Taiwan

• The main responsible for this role is to trade Treasury Bond Futures and Taiwan Government Bond to achieve yearend target.
• Conducted USD$10mm bond futures exposure and TWD$300mm Taiwan portfolio.
• Analysed and Invested in Financial bonds、CLO (Chailease Finance CLO and Standard Chartered Bank ABS)
• Conducted daily money market operations via RP and RS.
• 2007 May visit trip: Shanghai Pudong development bank and Ping An asset management Co., China.