Head of Investment Portfolio & Derivatives (M/F)
Founded in 1856, Banque Internationale à Luxembourg is the oldest multi\-business bank in the Grand Duchy. From its foundation, the BIL has always played an active role in the development of the Luxembourg economy. It currently operates in retail, private and corporate banking, as well as on major capital markets. Employing more than 2 000 people, BIL is present in the financial hotspots that are Luxembourg, Switzerland, and China.
As a major player in Luxembourg's finance industry and as a signatory of the UN Principles of Responsible Banking, BIL is committed to handing over a responsible and sustainable bank to future generations.
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.
- 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.
- 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.
- Lead and develop a team of portfolio managers and derivatives specialists.
- Foster versatility, collaboration, and continuous improvement.
- 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.).
- Master's degree in Finance, Economics, or related field.
- 10\+ years of experience in treasury, ALM, or financial markets within a financial institution.
- Proven experience in team management and leadership.
- Strong expertise in fixed income markets, derivatives, and portfolio management.
- In\-depth understanding of IFRS 9, hedge accounting, and risk management frameworks.
- Good knowledge of Basel III/IV requirements.
- Excellent analytical, communication, and stakeholder management skills.
- Strategic mindset combined with hands\-on execution ability.
- Results\-driven mindset with a strong client focus.
- Team\-oriented with a proactive, problem\-solving mindset
BIL is firmly of the opinion that diversity \& inclusion contribute towards increasing the collective performance of the Bank. We are committed to creating a culture of inclusion that encourages individual development with equal opportunities for all.
*NB: The selected candidate will be asked to provide an extract from the criminal record (no.3\) as evidence of integrity and justified with regard to the specific needs of the position to be filled. Other documents will be collected, to the extent legally permitted, to perform background checks.*
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