Investment Analyst

Job Summary

The Investment Analyst, Investments primary responsibilities are to support the company’s retail annuities and life business and its initiatives, including new business pricing, product development, investment performance monitoring, and reinsurance/capital initiatives. In addition, this role will also provide Investment-related modeling and analytic support to various internal functions, including Pricing, Corporate Actuarial, Capital Management, Finance, Risk, Reinsurance, Internal Control and Audit.

Duties and Responsibilities

• Assist in the development and evaluation of investment strategies, incorporating results of asset modeling, reporting, and analysis, ensuring appropriate alignment with ALM, earnings, and capital, while managing to Investment Guidelines.
• Provide support for senior members of the Investments team in the evaluation of information used in various asset modeling, portfolio optimization, and trade program processes.
• Provide support in preparing various reports for the Company's investment portfolio.
• Help coordinate with Actuarial Group to better link investment activities with pricing data, and asset modeling with liability models.
• Prepare asset projections to support CFT, PBR, LRT, economic capital, stress and sensitivity testing.
• Prepare asset projections and collaborate with the Finance, Capital and Reinsurance teams to support MYP and other financial reporting initiatives.
• Execute controls related to asset modeling and reporting on a periodic basis.
• Assist team members with Internal Control and Audit on investment control related questions and requests.
• Support the investment team in closing modeling gaps for SAA and ALM
• Improve processes and documentation around modeling exercises.
• Assist with ad-hoc analytical requests.

Experience and Education Requirements

• Bachelor’s degree in mathematics, statistics, finance, actuarial science or related field.
• Progression towards attainment of CFA, ASA/FSA, or similar professional designation is preferred.
• 1-3 years of experience related to actuarial asset modeling, investment modeling, reporting and analysis.
• Actuarial background is a plus.
• Life insurance product knowledge (e.g., FIA, MYGA, IUL, etc.) is preferred.
• Proficiency with SQL, Access, Tableau, Power BI or Alteryx is a plus.
• Proficiency with Factset, Aladdin, Intex, AXIS, Conning, or similar asset modeling software is a plus.
• Experience with in-house asset modeling in Python, MATLAB, R or other programming language is a plus.
• Strong technical, analytical, organizational, and communication skills.

Other Requirements

• • Perform other functions, duties and projects as assigned
  • Regular and punctual attendance
  • Some travel required (less than 10%)

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