Vice President, Portfolio Manager, Asset Allocation, Risk & Quantitative Analysis

Overview

FM Global is a leading property insurer of the world's largest businesses, providing more than one-third of FORTUNE 1000-size companies with engineering-based risk management and property insurance solutions. FM Global helps clients maintain continuity in their business operations by drawing upon state-of-the-art loss-prevention engineering and research; risk management skills and support services; tailored risk transfer capabilities; and superior financial strength. To do so, we rely on a dynamic, culturally diverse group of employees, working in more than 100 countries, in a variety of challenging roles.

Responsibilities

This is a senior-level role, working closely with the Chief Investment Officer (CIO), Senior and Portfolio Managers, and other senior Investments leaders and staff, across broad and/or specialized asset classes. These asset classes include equities, fixed income, multi-asset, private and/or liquid alternatives, and cash, and expect that assets under impact to be greater than $3Bil..

 

This role would be key to lead the strategic and tactical aspects of the total portfolio level asset allocations. This role will also help manage broad and/or specific aspects of portfolio management across the entire portfolio, under the leadership of the CIO, and Senior PM, Asset Allocation, Strategy, and in collaboration with other SPM’s and PM’s. The role will also play an important part in leading the development of macroeconomic and financial markets related forecasts and expected returns for the Investments team, and guiding the strategic asset allocation and tactical asset allocation related investment decisions.

 

Responsibilities will also include leading and enabling, and where relevant collaboration with respect to risk and performance analytics across multiple asset classes, including equities, fixed income, multi-asset, private and/or liquid alternatives. The incumbent will also be leading periodic investments, economic and financial markets-related projects and initiatives related to asset allocation activities, and also necessitate collaboration with internally managed portfolio management leadership as well.

 

The role will have a staff of generalists and specialists, and also will have the opportunity to add top talent, including summer interns and rotation. The role focus will also include most of the areas of investments, and will have mid-level direct reports, and with team/s of junior roles as well, including people management responsibilities. The investments related risk management responsibility scope will be for the insurance portfolios and will be based on the exposures generated from the equities, fixed income, and multi-asset portfolios primarily, and as needed collaboration with the private alternatives portfolio team members. From a subject matter expertise standpoint, the role requires strategic investment and financial risk management experience.

 

The role also requires extensive expertise in the use of strategy, economics, investment intelligence and investment risk including analytics, overlays management. Prior background, understanding and work experience of the broad portfolio design and construction across specific asset classes or multi-asset portfolio including risk analytics and management is also required. Knowledge and experience related to exposures measurement, and investment risk management across equities, fixed income, foreign exchange and commodities is preferred.

 

This role will be working closely with the CIO and other peers in helping establish a seamless and collaborative manner to facilitate the management of the specific asset class or broad multi-asset portfolio. The role will include collaborating with investments personnel working on internally managed and externally managed mandates in equities, fixed income, alternatives and / or multi-asset portfolio/s. This role will require the individual to interface actively internally and as needed externally as well in a prudent and seamless manner. This role will also work with the team to build the macro-economic and financial markets related forecasts.

 

Additional responsibilities include:

• Investment Asset Allocation – Strategic and Tactical
• Investment Risk and Quantitative Analysis - asset allocation, investment risk management, and risk and quantitative analytics – total portfolio, asset classes and securities level
• Macro-economic and financial markets forecasts
• Research on global macroeconomic environment and generate insight on economic trends and market development
• Internal and external – research and econometrics models
• Collaborate on investment management and portfolio construction for internal and externally managed strategies
• Collaborate on portfolio construction, investments monitoring, and risk managemen