Head of Investment Portfolio & Derivatives (M/F)
Banque Internationale à Luxembourg
LU3 weeks ago
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Job Type
full time
Description
We are currently looking for a Head of Investment Portfolio Derivatives to lead a strategic team at the heart of the bank’s balance sheet management. This role offers a unique combination of leadership, market expertise, and business impact, with direct influence on revenues, client solutions, and investment strategy. Your next challenge: Portfolio Management Performance Define and implement the investment and hedging strategy for the bank’s portfolio (HQLA, fixed income, derivatives), balancing liquidity, risk, and profitability objectives. Deliver core revenue targets. Optimize portfolio size, duration in asset allocation decisions (duration, credit quality, asset mix, ESG strategy) within the investment guidelines. Develop management and reporting tool capabilities. Client Solutions Market Expertise Oversee the structuring and execution of interest rate derivatives for both balance sheet and client activities. Drive client-centric hedging solutions (caps, swaps, pricing, prepayment penalties, rate setting). Provide pricing expertise and market insights to support Sales and Relationship Managers. Transversal Strategic Support Provide market insights and recommendations to ALCO and senior management. Implement structural interest rate hedging strategies with ALM. Act as a market expert and key liaison between Financial Market activities, Finance, Risk Management, and Sales. Support strategic balance sheet management initiatives. Team Leadership Lead and develop a team of portfolio managers and derivatives specialists. Foster versatility, collaboration, and continuous improvement. Risk, Governance Regulatory Contribution Monitor and manage interest rate, credit, and liquidity risks related to portfolio activities. Ensure compliance with IFRS 9, hedge accounting, and internal risk policies. Contribute to key bank-wide reports (ICAAP, ILAAP, Pillar 3, annual reporting, etc.).
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Skills
risk managementportfolio managementteam leadership
About Banque Internationale à Luxembourg
Banque Internationale à Luxembourg (BIL) is Luxembourg's oldest and a leading multi-business bank, founded in 1856. The bank operates retail, private, and corporate banking services, as well as treasury and financial market services across Luxembourg, Switzerland, France, and China. With more than 1,800 employees, BIL is a key player in Luxembourg's financial market and supports individuals, entrepreneurs, businesses, and institutional investors.