RGA Enterprise Services Company (RGA) seeks a Structured Quantitative Analyst II to support the analysis and management of RGA’s MBS, ABS, and CMBS portfolios by conducting analysis of the aggregate portfolio of these classes for cash flows, interest rate risk positioning, credit risk positioning, as well as assisting in all security analysis work to support buy and sell decisions for the securities in these asset classes.
Requirements
- experience using knowledge of asset/liability management in an insurance context to assist in informing investment decisions on the Structured Product desk
- experience in portfolio analysis and fixed income analytics (i.e. sector weightings, portfolio duration, performance attribution, convexity, and term structure of interest rates)
- experience applying knowledge of investment management systems, including trade order management, fixed income analytics and compliance to manage all aspects of internal counterparties
- experience using portfolio and security-level analysis system tools such as Bloomberg, Intex, Trepp, and Blackrock Aladdin
- experience producing results through strategic planning and the implementation and evaluation of programs and policies specific to Structured Securities performance and risk adjusted returns
- experience communicating complex information to technical and nontechnical stakeholders
- experience using accounting and quantitative analysis skills to optimize investment decisions on both existing holdings as well as potential investments
Responsibilities
- build new and maintain existing tools/reports that facilitate in the decision making process of a purchase or sale
- assist in facilitating needs of other departments inside and outside of Investments when the structured product group is called upon
- stay up-to-date on all third party tool enhancements and communicate updates with the group
- support deal flow and administrative tasks involved with private transactions that the structured product group manages
- monitor markets through continuous communication with sales and trading staff at Wall Street firms
- read Bloomberg’s, as well as selective research and other emails from Wall Street brokers and analysts
- perform relative value analysis on structured securities and continuously communicate with our own in-house Traders and Portfolio Managers to achieve an overall knowledge that will dictate the appropriate trades to make
Other
- The position reports to RGA’s headquarters in Chesterfield, MO; 100% telecommuting permitted from anywhere in the U.S.
- While supporting the Traders and Portfolio Managers of the structured product group, you will:
- Gain valuable knowledge from and experience with diverse, caring colleagues around the world.
- Enjoy a respectful, welcoming environment that fosters individuality and encourages pioneering thought.
- Join the bright and creative minds of RGA, and experience vast, endless career potential.
