🛠 Tech Stack

💼 About This Role

You'll join Global Atlantic's Portfolio Optimization Construction team to design and optimize asset allocations for insurance portfolios. You'll develop asset allocation models and enhance ALM frameworks to support new business pricing and deal evaluation. This role sits at the intersection of quantitative finance and insurance, collaborating with actuarial, risk, and investment teams.

🎯 What You'll Do

• Construct and optimize asset portfolios for reinsurance blocks and retail insurance products
• Develop asset allocation models incorporating regulatory capital and duration matching
• Support new business pricing by modeling optimal allocations and expected returns
• Enhance ALM framework to support deal evaluation and portfolio construction

📋 Requirements

• Bachelor's degree in quantitative field (Master's/PhD preferred)
• 0–3 years in fixed income, insurance asset management, or quantitative research
• Strong Python programming proficiency
• Experience with large datasets and quantitative methods

✨ Nice to Have

• Prior exposure to insurance products or ALM
• Familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT)

🎁 Benefits & Perks

• 💰 Discretionary bonus based on individual and team performance
• 🏖️ Paid time off
• 💼 Retirement plans
• 🩺 Health insurance
• 📚 Professional development

📨 Hiring Process

Estimated timeline: 2-4 weeks · AI estimate

1. 1Recruiter screen· 30 min
2. 2Technical interview· 60 min
3. 3Hiring manager interview· 60 min