Sam Serisier

Investment Adviser

Sam is a member of the Darling Macro Advisory Board 

Email: sserisier@gmail.com

Sam has had 25 years experience leading teams, advising on, and actively managing large portfolios (loans, bonds and derivatives) for banks, asset managers and pension funds. Sam is currently Executive Manager at CBA, and was formerly Head of Credit at AMP Capital and Director at UBS. 

At CBA, Sam is head of Commercial Lending Pricing and Strategy, and is responsible for pricing settings and approvals for ~$65b commercial lending portfolio with deal size ranging up to $200m, while also responsible for ultimate sign-off of pricing with broader portfolio management optimisation mandate with focus on total relationship value and engagement with risk and treasury to improve returns on capital. Sam has a focus on data science and analytics driven insights with development of a benchmark model for pricing and an attribution model.

 

At AMP Capital, Sam lead active management strategies pursued by the Credit markets team within Australasian and Global credit market. Sam managed new capability build into global credit, and leveraged long/short portfolio construction and management. Sam liaised with a life Insurance client to construct capital-efficient credit-based portfolios, and lead macro-credit strategy and discussion across all active credit investments and major driver of bearish positioning across many AMP Capital managed funds from mid 2007.

 

At UBS in London, Sam was Director in the Pension Funds Advice group. Sam originated, developed and marketed complex and/or large structured credit and interest rate derivatives transactions for leading European life insurance companies and Fixed Income portfolio managers. Sam developed advanced portfolio selection techniques with client-defined rules and stochastic analysis (LIBOR, FX, and equity) of market risks were incorporated. Sam presented tailor-made solutions to clients using sophisticated investment models.