Pension Fund Value Optimization: Investment Strategy, Portfolio Risk, Actuarial Insights & Member Return Maximization
Venue: Sarova Stanley Hotel, Nairobi-Kenya
Date: 11th - 16th May 2026
Cost: Kshs. 86,000 / USD 850
CPD points: 10
Overview
Optimize pension fund performance with this program on investment strategy, portfolio risk management, actuarial insights, and member return maximization. Participants will learn to design investment strategies that balance risk and return, manage portfolio risk using modern techniques, and incorporate actuarial assumptions into asset allocation. The curriculum covers asset‑liability management, performance measurement, regulatory compliance, and communication with members. Through case studies and practical exercises, attendees will develop the skills to enhance fund value while safeguarding retirement benefits. This program is essential for pension fund trustees, investment committees, and fund managers.
Objectives
- Design an investment strategy aligned with fund liabilities and risk tolerance
- Construct and manage diversified portfolios across asset classes
- Apply asset‑liability management (ALM) to match assets with benefit payments
- Measure and monitor portfolio risk (VaR, stress testing, tracking error)
- Incorporate actuarial valuations and assumptions into investment decisions
- Evaluate fund performance against benchmarks and peers
- Ensure compliance with pension fund regulations and fiduciary duties
- Communicate fund performance and strategy to members and stakeholders
- Optimize returns while managing costs and risks
Target Audience
- Pension fund trustees and board members
- Investment committee members
- Pension fund managers and administrators
- Actuaries and consultants to pension funds
- Investment advisors and asset managers
- Regulators overseeing pension funds
- CFOs of organizations with pension schemes
Methodology
- Interactive sessions on investment strategy and ALM
- Portfolio construction and risk measurement workshops
- Case study analyses of pension fund successes and failures
- Actuarial assumption exercises
- Performance measurement and attribution practice
- Regulatory compliance discussions
- Peer sharing of pension fund challenges and solutions
