Portfolio Manager, Strategic Allocation & Optimization ...

Job Description Within Credit Portfolio & Resource Management (CPRM) the Strategic Allocation and Optimization (SAO) group is responsible for leading all aspects of optimization of resources for the balance sheet assets under the CPRM scope (Real Assets, elements of Global Trade, ASF, Corporates Financing) and ultimately for coordinating and expressing CPRM's view on Resource Allocation and Active Portfolio Management: RWAs: Optimization transactions, SRT, Capital Relief Risk management: secondary sales, credit insurance (portfolio and line-by-line), portfolio transactions Hedging: credit hedging, identification and execution of additional opportunities (IR, FX) Funding: liquidity raising for the CIB Structured Distribution (e.g. CLOs) and Distribute-to-Originate Portfolio relative value and indicative pricing It is also the lead on special projects involving the balance sheet management and optimization. In the Americas platform, the SAO team consists of two full time employees. This description is for a Director/ED- level professional who will work in close coordination with the SAO team in London. Working with CPRM ExCo, drawing on input from Transverse Portfolio teams (Insight & Analytics), the Portfolio Management, Origination and GM teams, focus on the key missions of the SAO: Optimization Identify portfolio active management options for capital efficiency objectives (optimization, de-risking, limit & concentration management) in cooperation with Global Markets teams for execution (Structuring, Sales, Trading, Syndication), both at line by line and portfolio level : secondary sales, insurance, CDS, synthetic risk transfer solutions, repack... Analyze the pros and cons of each hedging solution depending on their impact (metrics, maneuverability e.g. requested alignment). Identify the optimal ones depending on the portfolios (e.g. relational/transactional, sector, geography) and targeted objective. Make a recommendation on the recommended active portfolio strategy, to be reviewed regularly and at least monthly Manage the existing portfolio of SRTs and other optimization solutions (insurance) Coordinate the development of new optimization solutions in the post-Basel3 regulatory environment Re-think and improve the processes around Credit Insurance (coordination, risk appetite, liquidity impact, portability & repackaging, long-term agreements) Market Access Secondary sales: Review the portfolio with PM and Origination teams for Sales opportunities (de-concentration, risk management, optimization) down to ORE Steer the axe sheet and its execution from a portfolio standpoint (prioritization, coordination of execution in partnership with GM teams and PM team) Increase the tactical approach (anticipation of market trends) Follow up execution and ensure timely feedbacks to investors together with PM team and good coordination with borrowers/insurers, smooth communication across the chain and client expectation management Contribute to deliver secondary sales budget and objectives jointly with PM team Increase market intelligence by exchanging with market peers and GM Teams Foster the global portfolio angle to contribute to cross platforms trades (line by line or structured solutions) Establish a methodology to track relative value between the asset classes in the portfolio. Ultimately, derive a transverse risk-appetite at the CPRM level to complement the individual business line risk appetite. Distribution Develop new avenues of distribution for the CIB (Funds, Structured Distribution e.g. CLOs) in coordination with Business Line origination and GM teams when needed Use this market intelligence to drive the Portfolio's risk appetite and support Distribution-driven origination Act as the project coordinator and the "client" of the internal structuring and syndication functions Review existing approaches and challenge if appropriate (insurance, partnerships, participations). Funding Explore repackaging opportunities based on CIB's assets to raise additional liquidity (repos, secured financing, participations, repackaging) Lead discussions on behalf of the portfolio on transfer pricing of the liquidity raised Establish relationships with potential counterparties, via GM/GSF and if needed independently With the Portfolio Insights team, contribute to the monitoring of the encumberment of the assets for various structures and across all dimensions (pledges, green assets, replenishment opportunities etc.) Special Projects Contribute to ad hoc special projects for CPRM e.g. risk analysis, credit stress testing, tools and system design, new initiatives and portfolio reviews Lead Quarterly Portfolio Reviews in coordination with Origination and Portfolio Management Coordinate with Chamonix the structuring and execution of structured trades with Chamonix Partners, alongside the Head of Distribution for Real Assets. Aim to integrate as many of the missions as possible into the digitalization agenda of the Financing Chain How we work As part of a small team, demonstrate an ability to work across siloes in good understanding and to foster cooperation Expect to be involved on projects with various CPRM ExCo members Be a collegiate leader/ambassador within CPRM: onboard, recruit help, Sinvolve, educate and inspire colleagues from other CPRM teams into your projects Be a coordinator of CIB resources and expertise in other divisions to achieve your objectives (Banking Business Lines, GM structuring, syndication, distribution) The salary range for this director- or executive director-level position will be between $200,000 - $275,000. Natixis is required by law to include a reasonable estimate of the compensation range for this role. Actual base salary will vary and will be based on several factors including, but not limited to, relevant experience, education, skills set, applicable licensure and certifications, and other business and organizational needs. Base salary is only one component of our total rewards package. Natixis also offers a generous benefits package, and you may be eligible for a discretionary incentive award depending on company and individual performance.

Created: 2024-11-24