Manager, Investments

Summary                                                                                                                         

The Manager, Investments primary responsibilities are to support the company’s various Investment modeling and analytics requirements and initiatives, including those to support cash flow testing (CFT), principal-based reserving (PBR), multi-year projection (MYP), loss recognition testing (LRT), economic capital, stress and sensitivity testing, strategic asset allocation (SAA), and asset-liability management (ALM).

Organization

The Manager, Investments reports to the Director, Investments and will oversee the work of an Investment Analyst. There will be significant interaction with other members of the Investments department, other functional areas within F&G, and key members of external asset managers serving the company

Duties and Responsibilities

• Liaise with the Corporate Actuarial team to better link investment holdings, and their modeling with liability models
• Produce asset projections and collaborate with the Corporate Actuarial team to support CFT, PBR, LRT, economic capital, stress and sensitivity testing.
• Produce asset projections and collaborate with the Finance team to support MYP and other financial reporting initiatives.
• Become the investment subject-matter expert on the above responsibilities and the applicable asset modeling software (e.g., Factset, AXIS, Conning’s ADVISE, Conning’s ESG, BlackRock Aladdin, and in-house models).
• Execute controls related to asset modeling and reporting on a periodic basis.
• Collaborate with Internal Control and Audit on investment control related questions and requests.
• Assist the Corporate Actuarial modeling team, when necessary, in testing and developing solutions for modeling problems.
• Support the investment team in closing modeling gaps for SAA and ALM
• Improve processes and documentation around modeling exercises.
• Manage and lead the work of the Investment Analyst

Experience and Education Requirements

• Bachelor’s degree in mathematics, statistics, finance, actuarial science or related field.
• Successful attainment of CFA or ASA/FSA is preferred.
• 7+ years of experience related to investment portfolio modeling, reporting and analysis.
• Actuarial background is a plus.
• Life insurance product knowledge (e.g., FIA, MYGA, IUL, etc.) is preferred.
• Strong technical, analytical, organizational, and communication skills.
• Proficiency with Factset, AXIS, Conning, or similar asset modeling software is preferred.
• Experience with in-house asset modeling in Python, MATLAB, R or other programming language is preferred.

Knowledge, Skills and Abilities

• Strong capabilities in Microsoft Excel (VBA) and SQL. Working knowledge of Python, Tableau and Alteryx is also helpful.
• Demonstrated strong technical and financial modeling skills with the ability to automate/streamline current processes
• Strong project management skills
• Strong problem-solving skills that include advanced analytical and reasoning abilities.
• Self-starter who demonstrates strong initiative and displays a high energy level.
• Team player who has the ability to function as a key member of a small group.
• High degree of ownership for their areas of responsibility.

Other Requirements

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

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