Investment Analyst, Asset Modeling & Portfolio Management recruitment

 Led by our Chief Investment Officer, the Investment Department manages over $70 billion consolidated investment portfolio and consists of more than 140 investment professionals focused on portfolio management, risk management, asset management, derivatives, operations, finance and accounting functions.

RESPONSIBILITIES:
Prepare analytics, cash flow sensitivities, asset projections and asset modeling on both a recurring and ad hoc project basis, to support pricing, annual and multi-year projection processes, using a variety of tools and investment and actuarial systems. Work with Portfolio Managers and business lines to optimize pricing and inforce portfolios that will deliver targeted income and return on equity objectives within acceptable risk/return space.

Business Segment Portfolio Responsibilities:
• Work within overall Investments team to support total GNW global investment strategy, asset allocation, and business objectives, including pricing and product development
• Work with the business and corporate actuarial teams to ensure asset classes and durations are modeled appropriately to support annual projection processes such as multi-year plans, cash flow testing, recoverability testing, etc.
• Ensure reinvestment and disinvestment strategies are modeled correctly to support business planning activities.
• Assist in supporting the execution and tracking of long-term target asset allocation on a recurring basis
• Partner with Portfolio Managers to recommend ALM hedging strategies as needed
• Work on projects and analysis impacting product portfolios, examples include: portfolio optimization, financial implications of different investment strategies or duration changes, risk/return vs. capital analysis, interest rate sensitivities, cash flow sensitivities, etc.
• Support capital markets initiatives and MA activity

BASIC QUALIFICATIONS
• BA/BS in finance, accounting or business administration or equivalent qualification required
• 5+ years experience in fixed income or portfolio management within a Life Insurance company
• Working knowledge of asset-liability management with financial intermediary
• Understand GAAP accounting rules and income drivers of an insurance company
• Demonstrated strong oral and written communication skills
• Demonstrated excellence working in teams, balancing multiple tasks and managing projects and processes (negotiating and listening skills)
• Ability to be effective in a changing, fast paced and demanding environment
• Strong MS Excel asset modeling experience
• Strong critical thinking skills

PREFERRED QUALIFICATIONS
• CFA / MBA
• Demonstrated strong verbal and written communication skills on complex issues
• Clear examples of executed value-add strategies
• Proficiency on BlackRock Solutions trading platform
• Experience with Actuarial modeling systems such as AXIS or ALFA