Investments Portfolio Analytics Analyst

Job Summary

The Investments Portfolio Analytics Analyst position will support the VP, Investments Portfolio Analytics to optimize and support F&G’s investment portfolio analytics platform. This position will be responsible for reviewing and validating risk analytics, creating reports to support management and board reporting, investment and risk requirements, and producing and/or reviewing security data and analytics. There will be significant interaction with investment strategy, investment risk, investment accounting, operations, treasury and technology teams.

Duties and Responsibilities

• Create, reconcile, scrub, and maintain investment holdings and transaction data using investment’s technology (i.e., FactSet, Bloomberg, Aladdin), the accounting platform (Clearwater), and Blackstone provided data
• Responsible for the analytic outputs and model governance and ownership
  • Understand model capabilities and functionality across asset classes
  • Determine required changes to model inputs
  • Verify accuracy of cash flow and analytics outputs
• Liaise with platform providers to determine and set up standard for internal use cases, become super-user, and support internal teams in their system usage
• Leverage internal tools to produce quarterly board reports and investment committee materials
• 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
• Generate forecasted portfolio cash flows to support investment accounting, actuarial modeling, ALM, and cash management
• Coordinate with partner teams to provide investment related data for enterprise reporting requirements
• Partner with Treasury/Middle Office/Investment Accounting to ensure trade activity is flowing appropriately to downstream systems
• Improve operational efficiency of the cash management process
• Support the investment data process which includes the automation of existing processes and integrating various systems
• Detect and correct data errors in the investment tools and interface with other investment related data owners to ensure consistency across platforms
• Assist with the calculation of CECL allowances for impairments
• Support annual rating agency survey creation
• Create reports for management detailing total fees paid for investment management services from external managers
• Provide ad-hoc analytical requests

Experience and Education Requirements

• Bachelor’s degree.  Mathematics, economics, investments or related field (preferred)
• 3-5 years of portfolio risk and performance analysis, public and private investment modeling, and/or investment data related experience
• Expertise in analytic systems linkage and report automation
• CFA, FRM, CIPM, and/or CAIA designation (beneficial)

Skills and Abilities

• Strong capabilities required in MS Excel and PowerPoint
• Familiarity with Access/database, SQL, VBA
• Strong capabilities in Bloomberg, BlackRock Aladdin, and/or Clearwater (preferred)

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Last updated on Aug 20, 2024