Investment Analyst

  • $85,00
  • Stamford, CT, USA Stamford CT US
  • Permanent, Full time
  • Legal & General
  • 06 Apr 18 2018-04-06

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

  • 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.