DANIEL J. MCKAY III

Buy-side investment analyst

Buy-side investment analyst with 3+ years managing fixed income risk and asset allocation for institutional insurance portfolios. Built liquidity forecasts and Board-level investment reports using Bloomberg and Moody's Analytics, shaping portfolio positioning and capital preservation strategies across HTM/AFS mandates.

Experience

Investment and Treasury Analyst

AEGIS Insurance Services Inc.

2026-04 – Present · Jersey City, NJ

  • Performed investment analysis of portfolio performance and attribution, including benchmark-relative returns, spread movements, and liquidity metrics, to evaluate portfolio behavior across market conditions.
  • Analyzed fixed income and credit portfolios across HTM/AFS strategies, evaluating market, credit, and liquidity risk to guide asset allocation, duration positioning, and capital preservation.
  • Contributed to the annual investment performance plan and strategic asset allocation targets, aligning portfolio positioning with risk management objectives and investment policy guidelines.
  • Built forward-looking liquidity forecasts and prepared analysis supporting cash deployment and strategic financial planning across multiple investment portfolios.
  • Deployed and maintained quarterly FX report, reducing reporting turnaround and streamlining currency workflows.
  • Spearheaded AI adoption across the Investments division as its designated AI Champion, deploying data analysis and research automation tools to streamline investment workflows.
  • Participated in the London Exchange Group, gaining exposure to global financial markets, cross-border transactions, and international operations within the London office.

Associate Investment and Treasury Analyst

AEGIS Insurance Services Inc.

2023-06 – 2026-04 · Jersey City, NJ

  • Conducted macroeconomic, market, and security-level investment analysis using Bloomberg to inform risk management and portfolio positioning, identifying market, credit, liquidity, and operational risk drivers.
  • Delivered a Maturity Report for the fixed income portfolio and participated in the Enterprise Risk Management (ERM) process, supporting investment risk identification and mitigation strategies.
  • Aggregated portfolio data to parameterize Moody's Economic Scenario Generator (ESG) and supported Board/ALC risk governance by preparing detailed risk and investment reports for senior committees.
  • Produced Estimated Results Reports and contributed to Board and Asset Liability Committee (ALC) reporting, preparing Microsoft PowerPoint materials and delivering insights that informed executive decision-making.
  • Led onboarding of the Investments and Actuarial teams onto the Moody's Analytics platform, enhancing data integration and enabling more robust financial analysis.
  • Developed cash flow forecasting, liquidity analytics, and daily cash positioning frameworks across multiple banking relationships, including a dynamic cash flow forecast built in Workday.
  • Automated daily cash reporting (UiPath, real-time CashPro alerts) and wire/ACH processes, including a Reinsurance Payment Matrix that improved auditability and reduced operational risk.

Legal Intern

Davis, Ndanusa, Ikhlas, Saleem, LLP

2021-05 – 2022-08 · New York, NY

  • Supported daily office operations, document review, and file organization for a New York law practice.

Skills

PythonRStudioExcel VBA & MacrosBloombergClearwaterCashProNexenS&P Cap IQWorkdayBuy-Side Investment AnalysisAsset AllocationRisk ManagementMicrosoft WordMicrosoft PowerPointCopilotBloomberg

Education

St. John's University

Rutgers University

Career highlights

April 2026

  • Started: Investment and Treasury Analyst at AEGIS Insurance Services Inc.

    AEGIS Insurance Services Inc.

June 2023

  • Started: Associate Investment and Treasury Analyst at AEGIS Insurance Services Inc.

    AEGIS Insurance Services Inc.

May 2021

  • Started: Legal Intern at Davis, Ndanusa, Ikhlas, Saleem, LLP

    Davis, Ndanusa, Ikhlas, Saleem, LLP

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