Vice President, Quantitative Risk

Job Description

• 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.

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

Benefits

• 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.