Analyst, Investment Portfolio Analytics

Summary

Join Fidelity & Guaranty Life Insurance Company (F&G) as an Investments Data & Risk Analytics Analyst and support the VP, Investments Data & Analytics in optimizing and supporting F&G’s investment data & analytics platform. You will review and validate risk analytics, create reports for management and board reporting, and produce and/or review security data and analytics. This role involves significant interaction with various teams, including investment strategy, investment risk, investment accounting, operations, treasury, and technology. The position requires expertise in analytic systems linkage and report automation and experience with portfolio risk and performance analysis. F&G offers a flexible work environment with options for in-office, hybrid, and remote work arrangements.

Requirements

• Bachelor’s degree
• 1-3 years of portfolio risk and performance analysis, public fixed income, public and private investment modeling, and/or investment data related experience
• Expertise in analytic systems linkage and report automation

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 Investment Manager 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

Preferred Qualifications

• Mathematics, economics, investments or related field (preferred)
• CFA, FRM, CIPM, and/or CAIA designation (beneficial)

Benefits

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