Director, Portfolio Manager
First Abu Dhabi Bank · Abu Dhabi
Job description
About the role
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.
Key responsibilities
- Construct and manage money market, smart cash and HQLA portfolios, leading relative‑value and allocation decisions across short‑duration and liquidity instruments.
- Manage multiple liquidity and short‑duration strategies with varying risk/return, duration and liquidity mandates.
- Conduct fixed‑income and money‑market research focusing on issuer, security and relative‑value selection, including 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 findings to the Chief Investment Officer.
- Perform financial forecasting, scenario analysis and stress testing.
Required profile
- Deep knowledge of money markets, short‑duration fixed income and liquidity instruments and of HQLA, LCR, NSFR and RWA frameworks.
- Ability to develop and implement investment strategies that align with the firm’s goals and targets.
- Strong analytical ability to evaluate investment performance and trends.
- Familiarity with operating within an outsourced/augmented mandate model with independent trade validation, reconciliation and collateral controls.
Required skills
- SimCorp
- Bloomberg
- BlackRock Aladdin
- Markit
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Published 3 days ago
Expires 1 month from now
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First Abu Dhabi Bank
Abu Dhabi
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