Senior Analyst, Asset Pricing & Analytics
Company: Reinsurance Group of America
Posted on: November 3, 2018
Sr. Analyst, Asset Pricing and Analytics, plays a pivot role in leading the efforts to centralize RGA's asset pricing and analytics processes. As RGA's invested assets have expanded in scope and deepened in sophistication, establishing such a dedicated role is crucial in ensuring that RGA Investments continually enhances the investment platform to support the investment strategies and the risk management needs as well as keep pace with the financial reporting and regulatory requirements. This role covers all invested assets except derivatives whose evaluation and analytics along with collateral management are covered by the Derivative Operations team. Responsibilities * Lead the effort to evolve and enhance the asset pricing processes across all covered asset classes by achieving a thorough understanding of and documenting the existing pricing processes and collaborating with the asset class managers, investment operations, and investment accounting. * Lead the effort to update and document the asset pricing processes for newly acquired assets and newly launched investment strategies. * Develop expertise to serve as an analytical resource to address price challenges by pricing the asset in dispute through BlackRock's AnSer, Bloomberg, or other applicable tools, and discussing with BlackRock's staffs as appropriate. Document such processes and disseminate as needed. * Support the Pricing Committee, the Investment Accounting on issues such as the OTTI for all invested assets and FAS 91 for the structured securities, and financial reporting and regulatory needs on matters related to asset pricing. * Lead the effort to maintain and enhance the asset analytics quality control process by identifying outlier analytics including but not limited to market yield, book yield, OAS, duration, spread duration, rating, and country of risk, some of which are related to the price. * Lead the effort to develop a process to systematically resolve such outliers and ensure that the approved analytics are reflected accordingly in Aladdin, BlackRock's Analytics File, and RGA's Investment Data Warehouse (IDW) by modeling the affected assets as appropriate and collaborating with the relevant asset class managers on market inputs, investment operations on matters related to security data quality and Security Master File (SMF) setup, the portfolio management team on issues arising from the externally managed assets, BlackRock on correct feeds into Aladdin and the Analytics File, and RGA IT on IDW feeds. * Provide other asset pricing and analytics related support (e.g. using AnSer to generate cash flows) as needed. * Keep abreast with the development and recalibration of BlackRock's supporting models (e.g. prepayment model, loss model) that are essential to pricing and analytics of some of the assets, understand the implications of such model updates on the price and analytics of the affected assets, and communicate the findings to the relevant asset class managers. * Maintains regular and predictable attendance. Performs other duties as assigned. Requirements EDUCATION AND EXPERIENCE: Required Education and Experience: * Bachelor's or graduate degree in Business Administration, Accounting, Finance, Mathematics, Statistics, or a related field * 10+ years of experience in a Middle Office environment in asset management or investment banking Preferred: * CFA, FRM, or CPA designation SKILLS AND ABILITIES: Required Skills and Abilities: * Advanced knowledge and experience in working with fixed income asset pricing and analytics * Advanced knowledge and experience in BlackRock AnSer/Aladdin/PRISM, Bloomberg, and Microsoft Office including Excel/VBA, Word, PowerPoint, Access Database/Query * Advanced knowledge of economics, capital markets, and investment processes * Strong investigative, technical, and problem-solving capabilities * Advanced oral and written communication skills to convey complicated technical matters to nontechnical audiences * Strong ability to work well as an individual and within a team and ability to resolve potential conflict and foster teamwork * Strong ability to work across teams * Strong ability to manage multiple projects simultaneously * Strong ability to innovate and think outside the box * Strong self-starter * Ability to balance attention to details while keeping in sight of the broad objectives Company Overview Reinsurance Group of America, Incorporated (NYSE: RGA) is one of the largest global providers of life reinsurance, with offices around the world. RGA delivers expert solutions in individual life reinsurance, individual living benefits reinsurance, group reinsurance, financial solutions, facultative underwriting and product development. Our mission is to enhance our clients' prosperity by supporting their financial and risk management capabilities. #LI-SP1SDL2017
Keywords: Reinsurance Group of America, Chesterfield , Senior Analyst, Asset Pricing & Analytics, Professions , Chesterfield, Missouri
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