Investment Analytics Program Associate

Company: Global Atlantic Financial Group
Location: New York
Posted on: April 1, 2025

Job Description:

POSITION OVERVIEW:Global Atlantic's Core Analytics group develops tools and analytics to manage the allocation of investment strategies that enable the company to meet its risk and financial objectives. With the rapid growth of the investment portfolio, we are looking for an individual to enhance our asset allocation pricing and optimization framework to support new investments and to capture additional constraints such as NII, BSCR and distributable earnings.RESPONSIBILITIES:

• Working closely with the Asset Allocation team in the construction of portfolios for reinsurance blocks and new retail products.
• Enhancement to the pricing framework to capture differences in statutory and GAAP NII.
• Construction of an attribution framework to explain results due to portfolio and market changes.
• Support new types of investments in the pricing/optimization framework.QUALIFICATIONS:
  • Bachelor, Master or PhD in a relevant STEM field with a background in financial math.
  • 1 - 3 years of relevant experience in cash fixed income markets.
  • Strong analytical skills and mathematical fluency.
  • Programming experience with Python or similar language.
  • Excellent communication skills, both written and verbal.This role is not eligible for visa sponsorship now or in the future.The base salary range for this role is $140,000 - $155,000 USD plus annual bonus plan.
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Keywords: Global Atlantic Financial Group, New York , Investment Analytics Program Associate, Other , New York, New York