Sr. Analyst, Investment Portfolio Analytics

Fidelity And Guaranty Life Insurance Company • Des Moines, IA

122d • Remote

About The Position

The Senior Analyst, Investments Portfolio Analytics position will support the Investments Portfolio Analytics team to optimize and support F&G's investment portfolio analytics platform. This position will be responsible for reviewing and validating risk analytics, creating reports to support management and board reporting, investment and risk requirements, and producing and/or reviewing security data and analytics. This position will have significant interaction with investment strategy, investment risk, investment accounting, operations, treasury and technology teams.

Requirements

• Bachelor's degree in Mathematics, economics, investments or related field (preferred)
• Minimum of 2 years of portfolio risk and performance analysis, public and private investment modeling, and/or investment data related experience
• CFA, FRM, CIPM, and/or CAIA designation preferred

Nice To Haves

• Expertise in analytic systems linkage and report automation
• Strong capabilities required in SQL, MS Excel and PowerPoint
• Strong capabilities in Bloomberg, BlackRock Aladdin, and/or Clearwater
• Working knowledge of Python and Alteryx preferred
• Experience with Tableau and/or PowerBI

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 Blackstone 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
• Create and review quarterly board reports and investment committee materials
• Create returns and attribution reports ensuring accuracy and consistency of metrics
• Validate 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
• 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
• Provide investment related reports to support the annual rating agency survey creation

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Industry: Insurance Carriers and Related Activities
• Education Level: Bachelor's degree