Arsa Indaravijaya
CIO at Government Pension Fund- Claim this Profile
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Bio
Experience
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Government Pension Fund
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Financial Services
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1 - 100 Employee
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CIO
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Sep 2020 - Present
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Assistant Secretary General, Chief Strategist, Investment Strategy and Research Group
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Jun 2016 - Present
- Advising to The Asset Allocation committee Strategic and Medium-term Asset Allocation plans as well as Tactical tilts on USD 22Bln portfolio.- Monitoring fund performances and ensuring each asset class has no unintended drift from the agreed level of exposure.- Working closely with other asset-class franchises in terms of the selection-alpha contribution from active management and reconciling views with the portfolio managers.- Worked with the teams in creating various tools/models such as Black-Litterman, Mean-Variance Optimization, Greed/Fear index, FX framework, Yield-curve segmentation model and Credit-Scoring model. Show less
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TMB Bank PCL
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Thailand
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Banking
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700 & Above Employee
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SVP, Head of Investment and Liquidity Management
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Sep 2011 - Jun 2016
- Managed Available-for-Sale portfolio against Fund-Transfer Pricing. - Ensured the bank's liquidity needs in both THB and Foreign currencies met via Money-Market and Repurchase (Repo) transactions. - Composed various articles for magazines and newspapers. - A member of SEC "Derivatives" Sub-committee. - A lecturer at Graduate programme and a guest speaker at various panels. - Managed Available-for-Sale portfolio against Fund-Transfer Pricing. - Ensured the bank's liquidity needs in both THB and Foreign currencies met via Money-Market and Repurchase (Repo) transactions. - Composed various articles for magazines and newspapers. - A member of SEC "Derivatives" Sub-committee. - A lecturer at Graduate programme and a guest speaker at various panels.
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Head, Fixed Income Investments
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Apr 2006 - Sep 2011
- Managed various types of fixed income mandates as well as catered exotic products for institutional clients - Determined both Strategic and Tactical asset allocation strategies for fixed income schemes - Strengthened relationship with key institutional clients and offshore counterparties - Composed articles for Money&Wealth magazine and Bangkokbiznews (Krungthepturakij) newspaper - Given lectures to Undergrad and Graduate programmes - Voted "Most Astute Local Currency Bond Investors" by The Asset Magazine Show less
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Standard Chartered Bank
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United Kingdom
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Banking
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700 & Above Employee
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Global Investor Sales
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2004 - Apr 2006
Covered banks and non-bank FIs Covered banks and non-bank FIs
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Government Pension Fund
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Financial Services
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1 - 100 Employee
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Associate Director, Fixed Income Fund Manager
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2003 - 2004
- Managed fixed income scheme - Strategized for hedging strategies - Managed fixed income scheme - Strategized for hedging strategies
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Education
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University of California, Berkeley - Walter A. Haas School of Business
MBA, Portfolio management -
University of Southern California
M.S., Mechanical Engineering -
King Mongkut's University of Technology Thonburi Campus
Bachelor's in Engineering, Mechanical Engineering