Roxton McNeal is Managing Director and Head of Multi-Asset Investment Strategy & Allocation at the UPS Pension Group, a corporate pension located in Atlanta. In his role, McNeal oversees the strategic and tactical allocation of approximately $50B in assets held for the UPS defined benefit plans. He is also responsible for the implementation of plan level derivative overlay strategies, asset and liability management, and risk and performance monitoring of the group. In addition, he is a part of the group’s investment committee, with overall responsibility for the operation and administration of the UPS Pension Group Portfolios and investment policies. McNeal joined UPS after seven years at General Motors Asset Management, where he served as a senior quantitative analyst and a member of the fixed income markets and strategic solutions group. Prior to joining the corporate pension community, he worked on the buy-side for hedge funds and private companies including Commodity Trading Advisors (CTA’s) and Private Energy Companies.
Prior to his current position, McNeal was the Senior Portfolio Manager for the Long Duration Fixed Income portfolio.
In his previous role, he had oversight of approximately $7 billion of long duration fixed income assets.
He restructured the benchmarks and manager mandate guidelines to balance the asset class’ competing roles of total return and liability hedging.
McNeal was responsible for the oversight of approximately $20 billion in long duration fixed income assets.
He played a key role in a key role in a $25 billion pension risk transfer agreement.
He designed and implemented key quantitative analytics across asset classes and pension plans under the purview of GMAM.
HONORS & RECOGNITIONS
2021 World's 25 Leading Institutional Investors in Systematic Investing, EQDErivatives
2019 The Next Chief Investment Officer, Institutional Investor Magazine
2019 NextGen Award, Chief Investment Officer Magazine
LICENSES & CERTIFICATIONS
Chartered Alternative Investment Analyst, CAIA Association
Certificate in Investment Performance Measurement, CFA Institute
Chartered Financial Analyst, CFA Institute
Financial Risk Manager, GARP FRM Program
MEDIA & APPEARANCES
McNeal has appeared as a guest on Real Vision.