General Electric Managing Director - Investment Strategy (Multi Asset) in Norwalk, Connecticut
Role Summary:This role reports to the Chief Investment Officer of the General Electric Pension Trust. The primary responsibility is to develop and implement asset allocation and risk management frameworks for the Trust’s investment portfolios. The successful candidate will work closely with investment team and external advisors, participate in investment due diligence, evaluate new opportunities and provide ongoing support for macroeconomic and market research.
The position will also be responsible for evaluating various funding scenarios and supporting special projects from time to time.
Employ a broad understanding of capital markets and macro environment in conjunction with knowledge of investments (public and private) to assess portfolio strategies and investment opportunities.
Design optimal strategic asset allocation based on long-term pension strategy.
Create asset-liability models and recommend interest rate hedge management strategy. Implement and manage the strategy with appropriate key rate exposures using a portfolio of physical bonds and derivative instruments.
Design and Implement multi-asset hedging strategy based on allocated risk budget and risk tolerance for the desired portfolio.
Perform analysis revisiting the fund’s objectives periodically to ensure current allocations optimize desired risk and return objectives. Analyze risk/return attribution, forward-looking liquidity profile, explicit and implicit leverage, counterparty risks.
Recommend appropriate benchmarks and composites to measure performance and establish targets at all levels of the portfolio – managers, asset classes, hedge overlays.
Work with the Investment team, external asset managers and banks to determine the appropriate liquidity profile, rebalancing strategy and tactical positioning
Aggregate, measure, and report portfolio risk metrics (VaR-based metrics; factor-based risk analysis, sensitivities, betas).
Demonstrate leadership in building out the analytics capability – Implement risk systems, hire appropriate talent, enhance monitoring objectives/processes and establish an operating/reporting rhythm.
Participate in investment committee and board discussions.
A minimum of ten years of experience in an investment role with strategic focus
Advanced Degree and/or CFA
Solid understanding of modern portfolio theory, risk management concepts, portfolio construction and optimization techniques.
A thorough knowledge of major asset classes, pension liability structures and actuarial analysis.
An ability to think critically with solid applied quantitative financial modeling skills.
Strong oral and written communications skills.
High integrity and ethical propriety
About Us:GE (NYSE:GE) drives the world forward by tackling its biggest challenges. By combining world-class engineering with software and analytics, GE helps the world work more efficiently, reliably, and safely. GE people are global, diverse and dedicated, operating with the highest integrity and passion to fulfill GE’s mission and deliver for our customers. www.ge.com
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GE offers a great work environment, professional development, challenging careers, and competitive compensation. GE is an Equal Opportunity Employer. Employment decisions are made without regard to race, color, religion, national or ethnic origin, gender (including pregnancy), sexual orientation, gender identity or expression, age, disability, veteran status or any other characteristics protected by law.
Additional Eligibility Qualifications:GE will only employ those who are legally authorized to work in the United States for this opening. Any offer of employment is conditioned upon the successful completion of a drug screen (as applicable).Additional Locations:United States;Connecticut;Norwalk;