Bachelor's degree required; preferred Master's or PhD in a quantitative field
0-3 years in fixed income portfolio management or quantitative research
Exposure to insurance products or ALM is a plus
Strong programming proficiency in Python required
Experience with large datasets and quantitative methods
Proficient in Excel and PowerPoint
Familiarity with Bloomberg or risk systems is a plus
Responsibilities
Construct and optimize asset portfolios for insurance products
Develop asset allocation models based on capital requirements
Support pricing by modeling optimal allocations for transactions
Enhance ALM framework for deal evaluation
Develop attribution frameworks to explain portfolio performance
Analyze market impacts including interest rate movements
Expand platform to support new asset types and enhance quantitative models
Benefits
Collaborative work environment with cross-team interaction
Opportunities for professional development and continued education
Exposure to cutting-edge quantitative finance practices
Involvement in significant portfolio management decisions
Potential access to modern technologies for model development
Full Job Description
POSITION SUMMARY
Global Atlantic's Portfolio Optimization & Construction team designs and optimizes asset allocations to meet financial and risk objectives across our growing insurance portfolio. We are seeking a quantitative investment analyst to enhance our asset allocation, pricing, and optimization frameworks with a focus on insurance asset-liability management (ALM).
This role works at the intersection of quantitative finance and insurance, supporting portfolio construction for reinsurance blocks and retail insurance products while collaborating with actuarial, risk, and investment teams.
RESPONSIBILITIES
Portfolio Construction & ALM
Construct and optimize asset portfolios for reinsurance blocks and retail insurance products (annuities, life, PRT)
Develop asset allocation models incorporating regulatory capital requirements, duration matching, and cash flow needs
Support new business pricing by modeling optimal allocations and expected returns for proposed transactions
Enhance ALM framework to support deal evaluation and portfolio construction
Analytics & Attribution
Develop attribution frameworks to explain portfolio performance by asset class, sector, duration, and credit quality
Analyze market impacts including interest rate movements, credit spreads, and equity volatility
Monitor portfolios using quantitative approaches, coordinating with actuarial, risk, and finance teams
Prepare presentations for senior investment committees and portfolio managers
Platform Development
Expand platform to support new asset types (private credit, structured products, real assets) and liability types
Maintain and enhance quantitative models tailored to insurance investment processes
Work with IT teams to automate and institutionalize models, leveraging modern technology
Serve as quantitative resource, evaluating tools and recommending improvements
QUALIFICATIONS
Bachelor's degree required; Master's or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field
0-3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas
Prior exposure to insurance products or ALM is a plus
Strong programming proficiency in Python (required)
Experience with large datasets and quantitative methods
Proficiency in Excel and PowerPoint
Familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT) a plus
This is the expected annual base salary range for this New York-based position. Actual salaries may vary based on factors, such as skill, experience, and qualification for the role. Employees may be eligible for a discretionary bonus, based on factors such as individual and team performance.
