Quantitative Developer, Fixed Income

Job Description

POSITION OVERVIEW

Global Atlantic’s Core Analytics group works on portfolio valuation and risk management. We are looking for individuals to support, modify and enhance the risk systems built on top of Beacon/AWS. This position is for our New York office.

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.

QUALIFICATIONS

• 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 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

#LI-KS1

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

Various jurisdictions have passed pay transparency laws that require companies provide salary ranges for any positions for which they are accepting applications. Global Atlantic has offices in Atlanta, Batesville, Bermuda, Boston, Des Moines, Hartford, Indianapolis, and New York City. The base salary range posted below is inclusive of the lowest cost of living geography to the highest in which we have a Global Atlantic office.

Global Atlantic’s base salary range is determined through an analysis of similar positions in the external labor market. Base pay is just one component of Global Atlantic’s total compensation package for employees and at times we hire outside the boundaries of the salary range. Other rewards may include annual cash bonuses, long-term incentives (equity), generous benefits (including immediate vesting on employee contributions to a 401(k), as well as a company match on your contributions), and sales incentives. Actual compensation for all roles will be based upon geographic location, work experience, education, licensure requirements and/or skill level and will be finalized at the time of offer. Compensation for our more senior positions have a larger component of short-term cash bonus and long-term incentives.

The base salary range for this role is

$125,000 — $140,000 USD