Global Atlantic Financial Group
Investment Analytics Program Analyst New New York, NY - 30HY
Global Atlantic Financial Group, New York, New York, us, 10261
Global Atlantic is a leading provider of retirement security and investment solutions with operations in the U.S., Bermuda, and Japan. As a wholly-owned subsidiary of KKR (NYSE: KKR), a leading global investment firm, Global Atlantic combines deep insurance expertise with KKR’s powerful investment capabilities to deliver long-term financial security for millions of individuals worldwide.
POSITION OVERVIEW:
Global Atlantic’s Core Analytics group develops tools and analytics to manage the allocation of investment strategies that enable the company to meet its risk and financial objectives. With the rapid growth of the investment portfolio, we are looking for an individual to enhance our asset allocation pricing and optimization framework to support new investments and to capture additional constraints such as NII, BSCR and distributable earnings. 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. QUALIFICATIONS
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 The base salary range for this role is $125,000 — $140,000 USD. Global Atlantic is an equal opportunities employer and welcomes applications from diverse candidates.
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Global Atlantic’s Core Analytics group develops tools and analytics to manage the allocation of investment strategies that enable the company to meet its risk and financial objectives. With the rapid growth of the investment portfolio, we are looking for an individual to enhance our asset allocation pricing and optimization framework to support new investments and to capture additional constraints such as NII, BSCR and distributable earnings. 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. QUALIFICATIONS
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 The base salary range for this role is $125,000 — $140,000 USD. Global Atlantic is an equal opportunities employer and welcomes applications from diverse candidates.
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