Quantitative Developer, Fixed Income

New York, New York, United States

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Not SpecifiedCompensation

Junior (1 to 2 years), Mid-level (3 to 4 years)Experience Level

Full TimeJob Type

UnknownVisa

Financial Services, Investment Management, InsuranceIndustries

Requirements

Candidates must possess a BS/MS degree in Computer Science or Financial Engineering, or equivalent practical experience, with 2-3 years of experience in a quantitative development role at a financial services firm. Experience with fixed income risk metrics, including corporate bonds, CMBS, RMBS, and structured credit instruments, is required, along with proficiency in Python programming and data analysis using libraries like pandas, numpy, and scipy. Strong problem-solving skills are essential.

Responsibilities

The role involves enhancing and improving the calculation of risk metrics for the fixed income portfolio, assisting the portfolio and asset management team in understanding daily changes in portfolio duration and yields, and managing projects from inception through coding, testing, and production.

Skills

Quantitative Development

Fixed Income

Risk Management

Portfolio Valuation

Asset Allocation

Asset Liability Management

AWS

Beacon

Corporate Bonds

CMBS

RMBS

Structured Credit

C++

Python

Java

SQL

Global Atlantic Financial Group

Provides capital and risk management solutions

About Global Atlantic Financial Group

Global Atlantic Financial Group specializes in providing capital and risk management solutions for global retirement and life insurance companies. They offer products like annuities, which provide a steady income stream for retirees, and focus on building long-term partnerships by understanding their clients' financial goals. The company generates revenue through fees and premiums from their financial products and emphasizes a culture of integrity and commitment to clients and communities. Their goal is to create tailored solutions that meet the specific needs of their clients.

New York City, New YorkHeadquarters

2004Year Founded

$986.7MTotal Funding

BUYOUTCompany Stage

Fintech, Financial ServicesIndustries

1,001-5,000Employees

Benefits

Health Insurance

Life Insurance

Disability Insurance

401(k) Retirement Plan

401(k) Company Match

Mental Health Support

Wellness Program

Flexible Work Hours

Hybrid Work Options

Risks

Economic downturns could impact the preneed insurance market with SCI.

Technical challenges may arise from new standardized messaging systems.

Reliance on third-party tech solutions poses potential security vulnerabilities.

Differentiation

Global Atlantic excels in investment and risk management within the insurance industry.

The company has strong institutional partnerships, enhancing its client-centric approach.

Global Atlantic's affiliation with KKR provides a robust financial foundation.

Upsides

Partnership with SCI positions Global Atlantic as a leader in preneed insurance.

Adoption of Sonrai Security's technology enhances operational efficiency and security.

Public-private investment solutions align with Global Atlantic's innovative capital strategies.

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