Manager, Investments- PRT

Job Summary

The Investment Manager will support the production of all investment related deliverables in relation to the institutional business, Pension Risk Transfer (PRT) & Funding Agreement Backed Notes, and the offshore reinsurance business. Support will include day-to-day management of the portfolio, asset/liability management, strategic and tactical asset allocation, and evaluation of new investment opportunities. A core focus of the position will be portfolio monitoring, which includes cash deployment, liquidity management, and reinvestment strategy.

This is an individual contribution position, and reports to the Director of Investments. The person in this role will interact with key members of external asset managers serving the Company, and  other F&G functional team members to ensure progress and continuity of investment related projects.

Duties and Responsibilities

Inforce Management/Asset Liability Management (ALM)

• Analyze actual vs. expected new business investment deployment – develop strategies for deviations when necessary and inforce portfolio runoff.
• Monitor inforce portfolio to manage liquidity and reinvestment strategy.
• Track and report on asset liability cashflow profile & portfolio attributions in relation to risk limits and investment guidelines.

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.

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.
• Help communicate 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.
• Responsible for assisting in the training of analysts/interns, as appropriate.

Experience and Education Requirements

• Bachelor’s degree in mathematics, economics, investments or related field
• 7+ years of investment-related experience
• CFA and/or ASA designation preferable

Knowledge, Skills & Abilities

• Advanced technical and financial modeling skills with the ability to automate/streamline current processes
• Effective verbal and written communication skills
• Superior analytical and problem-solving skills
• Proficiency in MS Excel and PowerPoint
• Familiarity with Access/database, SQL, VBA, Bloomberg and FactSet (or similar)

Other Requirements

• Perform other functions, duties and projects, as assigned
• Regular and punctual attendance
• Ability to travel up to 25%

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