Investment Analyst - Institutional Business

Job Summary

The Investment Analyst is responsible for supporting  the production of all investment related deliverables in relation to the institutional business (Pension Risk Transfer, Funding Agreement Backed Notes, Federal Home Loan Banks) and the offshore reinsurance business. This position will support the day to day management of the portfolio, asset / liability management, strategic- and tactical asset allocation, and evaluating new investment opportunities.

This position reports to the Manager of Investments and has no subordinates. They will interact with key members of external asset managers serving the Company in addition to interacting with other F&G functional team members to ensure progress and continuity of investment related projects.

Duties and Responsibilities

• Strategic Asset Allocation (SAA) / New Business Planning
  • Support the design and implementation of Strategic Asset Allocation in relation to the three core institutional business lines as well as the offshore reinsurance business
  • Support new business asset allocation framework coordinating with external asset managers and key internal stakeholders to forecast future purchases
• Tactical Asset Allocation (TAA)
  • Support intra-year optimization around the asset allocation strategy to support product specific pricing
• Inforce Management / Asset Liability Management (ALM)
  • Monitor actual vs. expected allocation deployment and report on relevant investment metrics
  • Track and report on asset liability cashflow profile & portfolio attributions in relation to risk limits and investment guidelines
• Investment Operations
  • Liaise with Treasury/Middle Office/Investment Accounting to ensure trade activity is flowing appropriately to downstream systems
  • Improve operational efficiency of the cash management process
  • Detect and correct data errors coming from the existing database
• Coordinate, automate and manage consolidated reporting for the Company’s investment portfolio
• Support communications of investment directives and needs to the external asset managers in a timely and regular manner
• Collaborate cross-functionally across departments such as Actuarial and Finance FPA to communicate investment activity for use in actuarial modeling and corporate planning and analysis
• Provide ad-hoc analytical requests

Experience and Education Requirements

• Bachelor’s degree in mathematics, economics, investments or related field.
• 3+ years of investment-related experience
• Advanced technical and financial modeling skills with the ability to automate/streamline current processes
• CFA and/or ASA designation preferable
• Familiarity with Access/database, SQL, VBA, Bloomberg and FactSet (or similar)

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