Associate ALM Analyst

Macquarie Group; Indonesia; Sur place; IDR 300 000 000 - 600 000 000; Plein temps

Résumé du poste

InEvo is seeking an Associate to focus on hedging and portfolio management of the liability block, handling new deals, liquidity, and its reporting. You will manage the portfolio backing the current liability block, oversee interest rate, FX and inflation exposure, construct hedges for assets linked to the liability currency and for new business, and rebalance the book for market moves.

You will also originate trades with the Fixed Income team to optimise the back book and explore new ideas,

Description du poste

Joining as an Associate, your role will focus on hedging and portfolio management of InEvo’s liability block, new deals, liquidity, and its associated reporting.

You will manage the portfolio backing the current liability block, managing interest rate, FX and inflation exposure; construct hedges for private assets into the fixed cashflows of the liability currency and for new business; and rebalance the book for market moves. You will also originate trades, working with our Fixed Income team to optimise the current back book and explore new trade ideas.

In tandem with these responsibilities, you will run the balance sheet model and own regulatory reporting, responding to data requests from InEvo and taking ownership of the report, including introducing new metrics, automation and streamlining processes. You will also manage bank counterparty relationships, including setting up new lines with bank counterparties and managing day-to-day queries.

Joining as an Associate, your role will focus on hedging and portfolio management of InEvo’s liability block, new deals, liquidity, and its associated reporting.

You will manage the portfolio backing the current liability block, managing interest rate, FX and inflation exposure; construct hedges for private assets into the fixed cashflows of the liability currency and for new business; and rebalance the book for market moves. You will also originate trades, working with our Fixed Income team to optimise the current back book and explore new trade ideas.

In tandem with these responsibilities, you will run the balance sheet model and own regulatory reporting, responding to data requests from InEvo and taking ownership of the report, including introducing new metrics, automation and streamlining processes. You will also manage bank counterparty relationships, including setting up new lines with bank counterparties and managing day-to-day queries.