AVP, Quantitative Risk

Job Description

Global Atlantic Financial Group is seeking an AVP, Quantitative Risk to lead a range of functions with a focus on capital markets hedging in a Python-based environment. The AVP will be one of the architects of the Edge risk system. The role involves collaboration with Risk, Investments, Actuarial, and Finance teams.Responsibilities:

• Maintain and enhance GA’s proprietary Python-based Edge risk ecosystem.
• Drive the risk management of hedging strategies for new liability products and new reinsurance blocks.
• Enhance current models, along with corresponding controls and documentation.
• Interface with IT, Asset Allocation and Risk Modeling teams to monitor data cleanliness.
• Build a scalable, automated attribution process.
• Represent the Risk Quant team at internal working groups and committees.
• Act as a subject matter expert on the methodologies and processes employed by Risk Quant.

Qualifications:

• Bachelor’s Degree required in Computer Science, Statistics, Mathematics or similar field.
• Advanced Degree or minimum 5 years relative experience in Finance, Insurance, or related field.
• Minimum 3 years of hands-on experience with Python.
• Prior insurance liability modeling or capital markets hedging experience preferred.
• Prior experience managing a team of quantitative analysts and/or developers preferred.
• Exceptional analytical capabilities and ability to explain complicated technical issues.
• Excellent communication skills and ability to work with people of varying backgrounds.

The role offers:

• Base salary range of $185,000 - $200,000 USD.
• Annual cash bonuses.
• Long-term incentives (equity).
• Generous benefits (including immediate vesting on employee contributions to a 401(k), as well as a company match on your contributions).