Roxton McNeal serves as a Director and the Head of Multi Asset Investment Strategy & Allocation at the UPS Pension Group. He maintains investment oversight for the strategic and tactical allocation of the approximately $56 billion in assets held for the UPS defined benefit plans. He is also responsible for the implementation of plan level derivative overlay strategies, Asset/Liability Management (ALM) and risk and performance monitoring. He is one of four Investment Committee members with the overall responsibility for the operation and administration of the UPS Pension Group Portfolios and overseeing the implementation of the investment policy.
Previous to his current position at the UPS Pension Group, Roxton was the Senior Portfolio Manager for the Long Duration Fixed Income portfolio where 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.
Before joining the UPS Investments Group, he held various positions at General Motors Asset Management (GMAM). He was responsible for the oversight of approximately $20 billion in long duration fixed income assets, played a key role in a $25 billion pension risk transfer agreement, and designed and implemented key quantitative analytics across asset classes and pension plans under the purview of GMAM.
Prior to joining the Corporate Pension community, Roxton worked on the “buy side” for hedge funds and private companies including Commodity Trading Advisors (CTA’s) and Private Energy Companies.
He attended the Wharton School at the University of Pennsylvania and graduated with a Bachelor of Science in Economics. He has earned the Chartered Financial Analyst (CFA) designation, the Financial Risk Manager (FRM) designation, and holds the Certificate in Investment Performance Measurement (CIPM) and the Certificate in Quantitative Finance (CQF).