AVP, Core Analytics Lead

Job Description

Global Atlantic Financial Group is seeking an AVP, Core Analytics Lead to join their team in New York. The successful candidate will work within the Core Analytics group, focusing on portfolio valuation and risk management, specifically in Asset Allocation (AA) and Asset Liability Management (ALM). He/she will contribute to the development, modification, and enhancement of the next generation of risk systems built on AWS.He/she will be part of a small team to develop the risk system and analytics for the firm’s asset management and trading platform. He/she will spend majority of his/her time enhancing the generation of risk metrics and asset representations for portfolio construction. He/she will help the portfolio and asset management team understand and attribute day-to-day changes in portfolio duration and yields. He/she will take an idea from inception, through to detailed research, coding, and testing, and ultimately to production.Responsibilities:

• Develop the risk system and analytics for the firm’s asset management and trading platform
• Enhance the generation of risk metrics and asset representations for portfolio construction
• Help the portfolio and asset management team understand and attribute day-to-day changes in portfolio duration and yields
• Take an idea from inception, through to detailed research, coding, and testing, and ultimately to production

Qualifications:

• BS/MS degree in Computer Science/Financial Engineering, similar technical field of study or equivalent practical experience
• 6+ years of experience at a financial services firm in a quantitative development role
• Experience with risk metrics fixed income instruments such as corporate bonds, CMBS, RMBS, and other structured credit instruments
• Experience programming in Python and familiarity in data analysis using the python data analysis eco- system (e.g. pandas, numpy, scipy)
• Strong problem-solving skills

The role offers:

• Opportunity to work on portfolio valuation and risk management
• Chance to enhance the generation of risk metrics and asset representations
• Work in a hybrid work environment