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.
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