Michelle-Erasmus

Michelle Erasmus

Head: LDI Portfolio Management
  • Liability Driven Investments


BSc Hons (Financial Mathematics)

Michelle joined the LDI Boutique in September 2008.

Michelle has managed LDI portfolios since she joined the LDI Boutique in 2008. Michelle currently heads the Portfolio Management team in the LDI Boutique. She has experience in fixed income assets, interest rate derivatives, inflation-linked assets, credit assets as well as structured interest rate and credit products. She is involved in the implementation of new portfolios, structures interest rate and inflation hedge portfolios, and incorporates yield enhancements for the portfolios. She ensures investment consistency across the mandates and continues to enhance LDI’s portfolio offering.

Prior to joining OMIG, Michelle was an interest rate derivatives trader at Sanlam Capital Markets for five years. She has over 19 years’ experience in the interest rate market.