Quantitative Investment Risk Associate

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

Job Description:

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. We are currently seeking an Investment Risk Quant to join our team. 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 earningsQUALIFICATIONS:
  • 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 environmentThe base salary range for this role is $140,000-$160,000 USD plus annual bonus plan.
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Keywords: Global Atlantic Financial Group, New York , Quantitative Investment Risk Associate, Other , New York, New York