Quantitative Investment Risk Associate

Job Description

Global Atlantic Financial Group is seeking a Quantitative Investment Risk Associate to join their Investment Risk team. The Investment Risk team is a key functional area within Global Atlantic, bridging investments and risk management and is dedicated to analyzing and monitoring GA’s asset-side risk. The ideal candidate will have a strong foundation in mathematics, programming, and quantitative modeling and possess the ability to apply technical knowledge to the real world in a fast-paced, collaborative environment.Responsibilities:

• Design limit frameworks using quantitative methodologies for various asset classes
• Develop tactical and strategic asset allocation optimizations with risk considerations
• Conduct asset and liquidity stress testing to analyze worst-case market scenarios and quantify risk of potential losses and downgrades
• Automate key reporting metrics including interest rate risks, capital consumption, and concentration exposures using Python and SQL
• Build and develop code infrastructure within the Beacon environment
• Prepare presentation materials to drive decision making in asset allocation and hedging
• Collaborate with investment teams to enhance AUM growth and earnings

Qualifications:

• Bachelors or Masters in Mathematics, Computer Science, Engineering, or other quantitative fields
• 2-3 years of experience in a relevant field (investments, data science, risk)
• Demonstrated knowledge of investments including fixed income and equity-like assets
• Advanced knowledge of Python and SQL
• Strong mathematical or statistical modeling background
• Results oriented, intellectually curious, self-motivated, and able to work in a collaborative environment

The role offers:

• Competitive base salary
• 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)