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VP, Insurance Risk Quantitative Modeling in New York, NY at Global Atlantic

Date Posted: 2/28/2018

Job Snapshot

Job Description


Global Atlantic Financial Group, through its subsidiaries, offers a broad range of retirement, life and reinsurance products designed to help our customers address financial challenges with confidence. A variety of options help
Americans customize a strategy to fulfill their protection, accumulation, income, wealth transfer and end-of-life needs.

Global Atlantic was founded at Goldman Sachs in 2004 and separated as an independent company in 2013. Its success is driven by a unique heritage that combines deep product and distribution knowledge with leading investment and risk management, alongside a strong financial foundation.

Global Atlantic is one of the fastest growing companies in the life insurance industry and is well-positioned as a leader across our businesses. Global Atlantic invests in its people because it believes they are critical to the long term success of its business.


Our dynamic and growing Insurance Risk Management Group has an opening to support a broad range of Risk Modeling functions with a focus on capital markets hedging in a Python-based environment. An exciting opportunity to be one of the architects of a nascent risk system. An ideal candidate would combine a strong background in Python with a keen interest in quantitative modeling and prior experience in capital markets hedging and/or insurance.

Typical tasks may include:

  • Support the implementation of hedging programs for Variable and Indexed Insurance Products
  • Help in tracking the effectiveness of hedges
  • Modeling of mutual funds underlying Variable Annuity products
  • Maintaining and enhancing Economic Scenario Generators, producing scenarios and other market-related inputs for liability models
  • Design and implementation of risk reports
  • Build-out and maintenance of the company’s Risk Database


  • Bachelor’s Degree required. Advanced Degree preferred in Computer Science, Statistics, Mathematics or similar field
  • Minimum 5 years relative experience in Finance, Insurance, or related field
  • Minimum 3 years of hands-on experience with Python, developing and maintaining large code bases
  • Prior experience with capital markets hedging
  • Prior insurance liability modeling experience preferred
  • Ability to work autonomously and effectively prioritize short-term demands with long-term projects
  • Resourcefulness in technology
  • Desire to excel in a dynamic, exciting and fast-paced environment

Global Atlantic is an equal opportunity employer, does not discriminate in employment on any basis that is prohibited by federal, state or local laws. 


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