Global Atlantic's Core Analytics group needs to support, modify, and enhance the next generation of risk systems built on AWS for portfolio valuation and risk management, specifically focusing on Asset Allocation (AA) and Asset Liability Management (ALM).
Requirements
- 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
Responsibilities
- Spend majority of your time enhancing and improving the calculation of risk metrics on our fixed income portfolio.
- 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
- 2-3 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 New York and 4 days per week in all other offices.
