Investment Portfolio Analytics Manager

Summary

Join Fidelity & Guaranty Life Insurance Company (F&G) as their Investment Portfolio Analytics Manager! This role focuses on optimizing and supporting F&G’s investment data and portfolio analytics platform. You will be responsible for analytic outputs, model governance, and liaising with platform providers. Responsibilities include verifying data accuracy, redesigning models, creating reports for senior management and the board, and managing a team of analysts. The ideal candidate possesses a Bachelor's degree, 7+ years of relevant experience, and strong analytical and communication skills. F&G offers a flexible work environment with options for in-office, hybrid, and remote work arrangements.

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
• Strong technical, analytical, organizational, and communication skills
• Strong capabilities in Microsoft Excel (VBA) and SQL
• Regular and punctual attendance

Responsibilities

• Be 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
• Verify accuracy of cash flow and analytic outputs
• Determine any required changes to model inputs
• 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)
• Manage team of Investment Analysts including providing guidance, feedback, coaching and reviews of their work
• Perform other functions, duties and projects as assigned

Preferred Qualifications

• Prior leadership experience
• Actuarial experience
• Experience with in-house asset modeling in Python, R or other programming language
• Expertise in analytic systems linkage and report automation
• CFA, FRM, CIPM, and/or CAIA designation
• Working knowledge of Python, Tableau and Alteryx
• Experience with Bloomberg, BlackRock Aladdin, and/or Clearwater
• Demonstrated understanding of fixed income analytics
• 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 SQL
• Experience managing people

Benefits

Ability for in-office, hybrid and remote work arrangements