Position Overview
RGA Investments is a global asset manager based in St. Louis with over $76 billion in fixed income and equity securities under management.
Investment Solutions is a high impact team of portfolio managers and analysts in RGA Investments with associates located in St Louis, London, and Singapore.
The team is a dedicated to new business activities within reinsurance and M&A context. Investment Solutions develops and executes liability driven investment strategies to optimize risk adjusted returns.
We seek motivated individuals with strong quantitative skills to join our growing team and perform in a fast-paced environment while delivering high quality analysis.
Responsibilities
Work closely with portfolio managers to support various quantitative and analytical functions for asset intensive reinsurance transactions :
o Design transaction specific asset strategies to optimize return on capital within regulatory, accounting, operating and risk management constraints.
o Maintain asset and credit related pricing assumptions.
o Help negotiate investment guidelines and treaty terms with clients to deliver the flexibility necessary to manage asset risk and generate target return.
o Act as liaison with credit research, traders, and operations teams.
- Support innovation of tools utilized for portfolio construction and tracking.
- Explain and communicate complex analysis, as well as, preparing reports and presentations to demonstrate work performed.
- Assist with research projects and maintain knowledge of latest investment practices, trends, and applications.
- Perform other duties as assigned.
Requirements
- Bachelor’s degree in a field requiring strong analytical and quantitative skills such as Mathematics, Actuarial, Finance, Engineering, Computer Science, Financial Engineering and other sciences, and 1-3 years of relevant work experience
- Basic knowledge of fixed income portfolio management
- Advanced Excel skills, including VBA
- Programming knowledge / experience with Python, MATLAB, SQL, C++, or R
- Advanced investigative, analytical, and problem-solving skills
- Ability to work well in an environment with multiple concurrent projects, managing project-based workflow within demanding time frames and adapt quickly to new methods
- Solid oral and written communication skills
Preferred :
- Experience in insurance asset management or liability driven asset management
- Understanding of relevant insurance regulatory and accounting standards