Andreea Oprea

Information

Position

Portfolio manager

Biography

Most of my professional experience from the last 10 years was in the field of Financial Markets. I joined the National Bank of Romania (NBR) in 2017, first as Economist within the Treasury Operations Division, where along with my colleagues, I provided the Ministry of Finance with the technical and regulatory interface to organize the Treasury government bond auctions. In 2019, I joined the Foreign Reserves Risk Management Division as Market Risk Officer, where I was in charge with monitoring risk indicators and limits set within the Strategy. Also, I performed analysis and reports derived from the activity of foreign reserve management and risk-adjusted return optimizations at both portfolio and foreign reserves level. For the last 2.5 years, I have been working as Portfolio Manager in the Foreign Reserves Management Division, where I am in charge with the Norwegian krona - denominated investment portfolio, with the Chinese renminbi money market instruments, and in secondary with the Australian dollar - denominated portfolio. Along with our Market Risk team, I also take responsibility for setting the Strategic guidelines for our investment decisions every year, and afterwards engage in tactical asset allocation to generate an alfa return versus our defined benchmarks. Also, given I am owner on the Norwegian Krone portfolio, apart from the Fixed Income universe, I also follow closely the markets that influence the instruments that I trade (as for example the oil and gas market). Last but not least, I help assessing the FX risk associated to our positions and hence perform analysis and set views on the FX pairs that we trade the most. Before my 8 years’ experience within the NBR, I was a Corporate Sales Trader in the Treasury Division of a commercial bank here in Romania, for another 2 years. Apart from the above-mentioned trajectory, I also published some papers in the academic field, and last year I graduated my PhD in Finance, with a theme focused on the dynamics of yield curve movements and the use of Principal Component Analysis in Portfolio Management.