Investment Analyst

Employer
Legal & General Retirements America
Location
Stamford, Connecticut (US)
Salary
Up to $85,000 based on experience
Posted
Apr 06, 2018
Closes
Jun 05, 2018
Ref
Investment Analyst - LGRA
Industry Sector
Asset Management, Insurance
Employment Type
Full Time
Education
Bachelors

Purpose:

The role will be assisting LGRA Investment Strategist on all investment related activities including:

  • Developing investment strategies for the US annuities business and identifying and assessing new asset classes
  • Developing asset liability management strategy
  • Collaborating with Pricing team on asset portfolio construction

Roles & Responsibilities

  • Provide analytical support to Investment Strategist on portfolio management including building up the valuation/management platform, perform asset cashflow modelling, conduct detailed investment analysis and generate investment report.
  • Assist on-going monitoring of investment management under both IFRS and Stat framework.
  • Collaborate with Financial Reporting team to understand and analyse how investment activities would impact IFRS and statutory financial results.
  • Work with Pricing team and actively contribute to the investment portfolio construction for new Pension Risk Transfer business, monitor the implementation of the investment strategy for new liability on-boarding and tracking any ALM deviation from pricing.
  • Actively contribute to the formation and implementation of new investment strategy including conducting due diligence on new asset classes/investment managers.
  • Assess new asset class on a capital adjusted and risk adjusted basis
  • Collaborate with Risk team in performing various scenario and stress tests, assessing risks related to interest rates, credit spreads, credit sector concentrations and liquidity.