AVP, Quantitative Risk

AVP, Quantitative Risk - Global Atlantic Financial Company (NY, NY): AVP, Quantitative Risk w/i Risk Mgmt group w/ Global Atlantic Financial Company in NY, NY. Support broad range of Quantitative Risk functions w/ focus on capital mkts hedging in Python-based environ for dvlpmt of co.'s Edge risk sys. REQ'MTS: Bach (US or foreign equiv) in Quantitative Fin'c, Fin'l Eng'g, Math, or rel fin'l quantitative or analytical field + 3 yrs exp in rel role. Prior exp must incl 3 yrs of: working w/ Python, dvlpg & maintaining lrg, object-oriented code bases. Working w/ bldg & maintaining data quality processes for key or sensitivity inputs w/i models or workflows. Insurance liability modeling or capital mkts hedging modeling, covering vanilla & exotic derivatives in equity &/or fixed income asset classes. Working w/i active risk mgmt framework, incl quantification/monitoring, reporting, escalation & resolution processes. Bldg new & enhancing estab quantitative models, along w/ corresponding controls & documentation w/i fin'l reporting compliance or other regulatory regime. Expected annual base sal for NY, NY, US-based position is $126,277-$202,472.92/yr. Pls email resumes to Immigration@gafg.com . Pls specifically incl ref code "C# 8573180" in subject line of email when applying. EEO/AAE/V/D.