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Investment Analytics Program Analyst

Investment Analytics Program Analyst

CompanyGlobal Atlantic Financial Group
LocationNew York, NY, USA
Salary$125000 – $140000
TypeFull-Time
DegreesBachelor’s, Master’s, PhD
Experience LevelJunior, Mid Level

Requirements

  • 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.

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.

Preferred Qualifications

    No preferred qualifications provided.