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CFA Institute

Pension Risk Strategist, OCIO

CFA Institute, Chicago, Illinois, United States, 60290


Role Summary

Outsourced Chief Investment Officer (OCIO) business offers world-class investment management combined with program oversight, manager research, customized program design, global custody and client servicing. The OCIO group serves a global client base including: corporate pension and retirement plans, foundations, endowments, healthcare organizations and government, family office/multi-family office, not-for-profit and public funds.

After carefully defining a client’s return objective and risk tolerance, the OCIO team builds a customized multi-manager investment program diversified across multiple asset classes, investment managers, and styles. The result is a comprehensive investment program that increases the probability of achieving a client’s investment objectives over the long-term, while seeking to minimize risk and volatility of returns over the short-term. The integrated suite of investment solutions includes: actuarial services, asset/liability studies, cash flow analysis, investment policy design, asset allocation, investment manager research and selection, program construction, program monitoring and evaluation, portfolio rebalancing, performance measurement, risk management, defined benefit and defined contribution plan management, trust and custody services, and credit services.

Scope and Responsibilities

The Pension Risk Strategist is responsible for conducting asset/liability studies for pension plans, monitoring funded ratios, and supporting Client Investment Officers in servicing key relationships within the Retirement segment. The Pension Risk Strategist will work closely with company staff which may include corporate Treasurers, CFOs, and senior human resources personnel to ensure that investment programs are tailored specific to the unique liability characteristics of the pension plan. Collaboration with internal partners is also expected to pull together resources needed in developing and monitoring investment strategies that are customized to each client’s goals and objectives.Specific responsibilities include:

Conducting asset/liability studies and glide path development based on understanding of clients’ unique needs and goals.

Make recommendations on the structure of the liability hedging assets based on characteristics of plan liabilities.

Incorporate upcoming pension risk transfers (i.e., lump sum payments or annuity purchase) in the investment strategy to ensure the interest rate risks are properly hedged.

Communicate with clients and internal team members on a regular basis, anticipating and responding to issues and developments, researching issues and opportunities, developing new ideas, and discussing investment program solutions capabilities.

Coordination with Client Investment Officers (CIOs) and Associate CIOs to build and monitor appropriate investment strategies for clients.

Prepare regular (i.e., quarterly) reports on the pension plan’s funded ratio and attribution analysis on the changes in the plan’s surplus/(deficit).

Perform any ad-hoc requests from clients especially if it is related to the pension liability valuation (i.e., what if analysis, sensitivity analysis).

Assist in new product development and marketing. Work with product, research, and marketing to develop and identify new investment ideas or opportunities.

Support in on-going marketing of our services and business development efforts

Proactively advise partners of issues that may affect clients/prospects in either a positive or negative way.

Display a high level of teamwork toward achieving business unit and team goals. Be a positive influence in the group.

Necessary Qualifications

3+ years of pension actuarial valuation and asset/liability investment experience including expertise in a wide variety of investment/actuarial issues (i.e., plan termination, de-risking strategies, glide path development).

Ideal recent experience as an actuarial consultant. Additional experience in investment consulting or OCIO is preferred.

Extensive knowledge regarding actuarial regulations and issues for pension plans.

Proven success developing and delivering asset/liability studies to sophisticated clients.

Ability to communicate complex actuarial and investment solutions to a variety of constituents with varying levels of investment knowledge.

Technology orientation and proficiency is required to coordinate analysis of client’s asset and liability reporting.

Written and interpersonal presentation skills are important for future potential growth in ongoing client interaction and new business participation.

Actuarial credentials required (i.e., FSA/ASA/EA).

MBA/CFA/CAIA/CIMA or other relevant investment credentials preferred.

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