Manager – Investment Portfolio Analytics

Job Summary

The Investment Portfolio Analytics Manager will be responsible for optimizing and supporting F&G’s investment data and portfolio analytics platform. The role includes interaction with analytical models for analytics generation to support investment decisions or actuarial planning, ownership of analytical assumptions, managing report creation to senior management and the board, investment and risk requirements, producing and/or reviewing security data and analytics, and guiding a team.

Organization

The Manager, Investment Portfolio Analytics reports to the Vice President, Investment Portfolio Analytics and will oversee the work of Investment Analysts. There will be significant interaction with investment strategy, investment risk, investment accounting, actuarial, operations, treasury and technology teams and key members of external asset managers serving the company.

Duties and Responsibilities

• Responsible for the analytic outputs, model governance, and model ownership. Liaise with platform providers of relevant asset modeling software (e.g., BlackRock Aladdin, FactSet, AXIS, and in-house models).
  • Understand model capabilities and functionality across asset classes
  • Determine required changes to model inputs
  • Verify accuracy of cash flow and analytic outputs
• Redesign models for asset allocation decision process with external managers leveraging software solution.
• Review data and controls for forecasted portfolio cash flows to support investment accounting, actuarial modeling, and ALM.
• Help in the calculation of CECL allowances for impairments.
• Manage process to produce quarterly board reports, investment committee materials, investor presentations, rating agency, and regulator inquiry responses.
• Create returns and attribution reports ensuring accuracy and consistency of metrics.
• • Portfolio performance vs. targets
  • Book yield vs. original sales targets
  • Insurance premiums received vs. invested
• Coordinate with partner teams to provide investment related data for enterprise reporting requirements.
• Manage the investment data process; automate existing processes; integrate various systems.
• Detect and correct data errors in the investment tools and interface with other investment related data owners to ensure consistency across platforms (e.g., BlackRock Aladdin and Clearwater).
• Create reports for management detailing total fees paid for investment management services from external managers.
• Manage team of Investment Analysts including providing guidance, feedback, coaching and reviews of their work

Experience and Education Requirements

• Bachelor’s degree in mathematics, economics, investments, or related field.
• 7+ years of portfolio risk and performance analysis, public fixed income and private investment modeling, and/or investment data related experience.
• Prior leadership experience preferred.
• Actuarial experience a plus.
• Experience with in-house asset modeling in Python, R or other programming language is preferred.
• Expertise in analytic systems linkage and report automation.
• Strong technical, analytical, organizational, and communication skills.
• CFA, FRM, CIPM, and/or CAIA designation (beneficial).
• Life insurance product knowledge (e.g., FIA, MYGA, IUL, etc.).

Knowledge, Skills and Abilities

• Strong capabilities in Microsoft Excel (VBA) and SQL. Working knowledge of Python, Tableau and Alteryx is also helpful.
• Experience with Bloomberg, BlackRock Aladdin, and/or Clearwater preferred.
• Demonstrated skills with fixed income analytics and financial modeling 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 & collaborate with other functional teams.
• Familiarity with Access/database and SQL.

Other Requirements

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

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