Investments Portfolio Analytics Analyst

Job Description

Job Description

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)

JB-1 #LI-Remote

Additional Information

Work Environments

F&G believes in an employee-centric flexible environment, which is why we offer the ability for in-office, hybrid and remote work arrangements.

During the hiring process, you'll work with your leader to decide what works best for your role.

F&G complies with federal and state disability laws and makes reasonable accommodations for applicants and candidates with disabilities, unless such accommodation would cause an undue hardship for F&G.

If reasonable accommodation is needed to participate in the job application or interview process, please contact [email protected].

Join our employee-centric hybrid work environment : F&G Careers

About F&G

Since 1959, Fidelity & Guaranty Life Insurance Company (F&G) has offered annuity and life insurance products to those who are seeking security in retirement and protection during life's unexpected events.

As a national Top Workplace1, an Iowa Top Workplace2 and a proud equal opportunity employer, F&G team members are empowered, collaborative, dynamic and authentic.

We believe that by embracing these values, we will continue to build and strengthen the company while continuing to be a great place to work.

1 Top Workplaces USA 2022 2023

2 Des Moines Register Top Workplaces 2018 2022

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