Structured Quantitative Analyst II

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RGA is a purpose-driven organization working to solve today’s challenges through innovation and collaboration. A Fortune 500 Company and listed among its World’s Most Admired Companies, we’re the only global reinsurance company to focus primarily on life- and health-related solutions. Join our multinational team of intelligent, motivated, and collaborative people, and help us make financial protection accessible to all.

Job Description:

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. 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: 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; maintain documentation required for deals and sectors that allows the team to analyze the collateral and structure, facilitating in the decision making process; work with Operations and the Middle Office on assets that need cashflows to be loaded versus using a third-party model such as BlackRock Anser engine provides; demonstrate the ability to provide credit and relative value analysis of potential portfolio purchases and provide ongoing monitoring of credit trends for existing portfolio holdings of nongovernment guaranteed structured securities; track spreads of all sectors and sub-sectors of the structured products market including RMBS, CMBS, ABS and CDOs/CLOs; support the Traders and Middle Office in reviewing and challenging prices of securities in the different portfolios, documenting the reasons for challenges according to accounting standards; and develop and maintain relationships with Wall Street dealers, analysts, and strategists. RGA’s compensation package includes an annual bonus plan. RGA also maintains a full range of health, retirement, and other employee benefits. The compensation range noted below indicates that the base pay varies depending on job-related knowledge, skills, experience, and market location. For this particular position, the offered salary is $108,400.00 and is non-negotiable.

Basic Qualifications:

The position requires at least a bachelor’s degree, or its foreign equivalent, in Business Administration, Economics, or a related field, and at least two (2) years of experience in an occupation involving quantitative analysis in fixed income investments or financial securities. A qualified applicant's experience must include the following skills: 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 managing projects, including evaluating project objectives and scope feasibility, scheduling resources, and managing budget to plan; and experience using accounting and quantitative analysis skills to optimize investment decisions on both existing holdings as well as potential investments.

Candidates who are interested in this position should select “Apply” below.

What you can expect from RGA:

• 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.

Compensation Range:

Base pay varies depending on job-related knowledge, skills, experience and market location. In addition, RGA provides an annual bonus plan that includes all roles and some positions are eligible for participation in our long-term equity incentive plan. RGA also maintains a full range of health, retirement, and other employee benefits.

RGA is an equal opportunity employer. Qualified applicants will be considered without regard to race, color, age, gender identity or expression, sex, disability, veteran status, religion, national origin, or any other characteristic protected by applicable equal employment opportunity laws.