Vice President, Quantitative Risk - Global Atlantic Financial Group Opportunities : Job Details

Global Atlantic Financial Group has an opening to lead a broad range of Quantitative Risk functions with a focus on capital markets hedging in a Python-based environment. This is an exciting opportunity to be one of the architects of the Edge risk system. An ideal candidate will combine a strong background in quantitative analytics with some prior understanding of insurance products and experience managing a team of quants. This is a highly collaborative position, which will require strong communication skills across many different areas of Risk as well as Investments, Actuarial and Finance.

Responsibilities:

• Maintain and enhance GA s proprietary Python-based Edge risk ecosystem, which includes GA s highly effective hedging program, scenario generation and automated risk reporting
• Drive the risk management of hedging strategies for new liability products and new reinsurance blocks
• Enhance current models, along with corresponding controls and documentation, according to the GA standards
• Interface with upstream IT, Asset Allocation and Risk Modeling teams to monitor data cleanliness and completeness, building a robust system of detection, correction and control to ensure accuracy of Risk Quant reports
• Build a scalable, automated attribution process that determines the optimal allocation of assets within an aggregated general account to individual liability products, according to configurable constraints and objective functions
• Represent the Risk Quant team at internal working groups and committees on relevant topics
• Act as a subject matter expert on the methodologies and processes employed by Risk Quant with respect to SOX / auditor requests

Qualifications:

• Bachelor s Degree required in Computer Science, Statistics, Mathematics or similar field
• Advanced Degree or minimum 7 years relative experience in Finance, Insurance, or related field
• Minimum 5 years of hands-on experience with Python, developing and maintaining large, object-oriented code bases
• Prior insurance liability modeling or capital markets hedging experience preferred
• Prior experience managing a team of quantitative analysts and/or developers preferred
• Exceptional analytical capabilities and ability to explain complicated technical issues in a clear fashion
• Excellent communication skills and ability to work with people of varying backgrounds

This role is not eligible for visa sponsorship now or in the future

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