Global Atlantic's Core Analytics group needs to support, modify, and enhance the next generation of risk systems built on AWS for their asset management and trading platform.
Requirements
- Experience programming in Python and familiarity in data analysis using the python data analysis eco- system. ( e.g. pandas, numpy, scipy )
- Experience with risk metrics fixed income instruments such as corporate bonds, CMBS, RMBS, and other structured credit instruments.
Responsibilities
- Working as part of a small team to develop the risk system and analytics for the firm’s asset management and trading platform
- Spend majority of your time enhancing 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.
Other
- 6+ years of experience at a financial services firm in a quantitative development role
- This role is not eligible for visa sponsorship now or in the future.
- Our employees are in the office 5 days per week in Hudson Yards, NY and 4 days per week in all other offices.
