Arsa Indaravijaya

CIO at Government Pension Fund
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Contact Information
us****@****om
(386) 825-5501
Location
Bangkok, Bangkok City, Thailand, TH

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Experience

    • Financial Services
    • 1 - 100 Employee
    • CIO
      • Sep 2020 - Present

    • Assistant Secretary General, Chief Strategist, Investment Strategy and Research Group
      • 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

    • Thailand
    • Banking
    • 700 & Above Employee
    • SVP, Head of Investment and Liquidity Management
      • 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.

    • Head, Fixed Income Investments
      • 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

    • United Kingdom
    • Banking
    • 700 & Above Employee
    • Global Investor Sales
      • 2004 - Apr 2006

      Covered banks and non-bank FIs Covered banks and non-bank FIs

    • Financial Services
    • 1 - 100 Employee
    • Associate Director, Fixed Income Fund Manager
      • 2003 - 2004

      - Managed fixed income scheme - Strategized for hedging strategies - Managed fixed income scheme - Strategized for hedging strategies

Education

  • University of California, Berkeley - Walter A. Haas School of Business
    MBA, Portfolio management
    1996 - 1998
  • University of Southern California
    M.S., Mechanical Engineering
    1992 - 1993
  • King Mongkut's University of Technology Thonburi Campus
    Bachelor's in Engineering, Mechanical Engineering
    1986 - 1990

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