Quantitative Strategy

Determining the most efficient allocation of investment assets to match the potential emerging liabilities of the broad array of insurance products and solutions offered by CUNA Mutual Group is a complex undertaking.  Over the years, MEMBERS Capital Advisors’ Quantitative Strategy team has helped CUNA Mutual Group become an insurance industry leader in asset-liability management.  Much of the work has been done in-house, as the Quantitative Strategy team has built proprietary software to model potential interest-rate risk and optimize the performance of the company’s general account investment portfolio. 

The Quantitative Strategy team is integrated into the investment management process at MEMBERS Capital Advisors.  It performs in-depth benchmark analysis, tracks the volatility of the firm’s stock and bond portfolios versus these benchmarks, and develops screening tools that identify potentially undervalued securities using fundamental data from financial statements.  The team oversees the derivative positions taken by CUNA Mutual Group, and manages the foreign currency risks posed by CUNA Mutual Group’s international operations. 

The team’s deep expertise in asset-liability management directly reaches credit unions and credit union members via CUNA Mutual’s Financial Solutions, Employee Solutions, and Member Solutions Groups.  Whether it be proposing an ALM solution for a particular credit union, offering MEMBERS Capital Advisors’ proprietary software for building optimal investment portfolios for credit union employee defined-benefit pension plans, or creating asset allocations capable of producing superior returns at an acceptable level of risk for credit union members, the Quantitative Strategy team is a powerful contributor to the long-term success of investors throughout the credit union system.

      Investment Professionals