Quantitative Analyst II
AffirmSalary not specified
Full Time
Mid-level (3 to 4 years)
Quantitative Developer, Fixed Income at Global Atlantic Financial Group
New York, New York, United States
Not SpecifiedCompensation
Junior (1 to 2 years), Mid-level (3 to 4 years)Experience Level
Full TimeJob Type
UnknownVisa
Financial Services, Insurance, Investment ManagementIndustries
Requirements
- BS/MS degree in Computer Science/Financial Engineering, similar technical field of study or equivalent practical experience
- 2-3 years of experience at a financial services firm in a quantitative development role
- Experience with risk metrics for fixed income instruments such as corporate bonds, CMBS, RMBS, and other structured credit instruments
- Experience programming in Python and familiarity with data analysis using the Python data analysis ecosystem (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
Skills
AWS
Fixed Income
Risk Metrics
Portfolio Valuation
Asset Liability Management
Corporate Bonds
CMBS
RMBS
Structured Credit
Quantitative Development
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