What are the responsibilities and job description for the Derivatives Program Analyst position at Global Atlantic Financial Group?
Global Atlantic’s Derivatives team is responsible for structuring, executing, and managing the firm’s derivatives portfolio. To support the firm’s growth, we are looking for an individual to support GA’s trading desk with a focus on enhancing derivative Front Office analytics and reporting capabilities and efficiency. The position will provide exposure to cross asset trading and risk management practices at a global insurance company.
This position is in our New York City office.
RESPONSIBILITIES:
- Build and maintain tools to enhance trading efficiency and monitor hedge effectiveness
- Improve reporting of derivatives portfolio for internal stakeholders
- Support the day-to-day needs of the trading desk, including trade setup & booking across rates, equities & FX and daily & weekly reporting
- Build new pricing models as derivatives book continues to grow (e.g., construct new market data elements like rate curves or volatility surfaces, collateral specific discount curves)
- Build out new reporting functionality for monitoring potential derivatives collateral needs
- Assist with maintaining derivative trading and valuation system, including testing support, version upgrades, new development projects
- Serve as derivatives subject matter expert when partnering with internal teams
QUALIFICATIONS:
- Undergraduate degree required, quantitative advanced degree preferred
- 0-3 years professional working experience, insurance or asset management background a plus
- Knowledge of interest rate, equity, and FX derivatives
- Strong quantitative and analytical skills
- Excellent written and verbal communication skills
- Programming experience (VBA, R, Python, SQL) required
- Experience with Bloomberg, FIS/Front Arena, Tableau a plus
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.
Global Atlantic’s base salary range is determined through an analysis of similar positions in the external labor market. Base pay is just one component of Global Atlantic’s total compensation package for employees and at times we hire outside the boundaries of the salary range. Other rewards may include annual cash bonuses, long-term incentives (equity), generous benefits (including immediate vesting on employee contributions to a 401(k), as well as a company match on your contributions), and sales incentives. Actual compensation for all roles will be based upon geographic location, work experience, education, licensure requirements and/or skill level and will be finalized at the time of offer. Compensation for our more senior positions have a larger component of short-term cash bonus and long-term incentives.
Salary : $140,000
