As a Structured Credit Portfolio Manager you will hold your own investment mandate for the Bank's £4bn+ treasury investment portfolio, sourcing, evaluating and executing investments across structured credit and other high-quality liquid assets, including CLOs, RMBS, ABS, SSA, covered bonds and gilts. The role carries responsibility for portfolio construction and investment appraisal, assessing the risk and return of each opportunity, and for building out the portfolio in line with the Bank's risk appetite and regulatory standards, including the UK Securitisation Rules.
As well as manage the FX and interest rate risk arising from the investment book, executing derivatives to keep the portfolio appropriately hedged.
Job description provided by Chetwood Bank.
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