AVP, Quantitative Risk

As the AVP, Quantitative Risk at Global Atlantic, you will maintain and enhance the Edge risk ecosystem, focusing on capital markets hedging. Key responsibilities include driving risk management for new liability products, improving existing models, ensuring data accuracy, and acting as a subject matter expert during audits.

To qualify for the AVP, Quantitative Risk position at Global Atlantic, candidates should possess a Bachelor's Degree in Computer Science, Statistics, or Mathematics, along with at least five years of relevant experience in finance or insurance. Proficiency in Python programming and experience managing a team of quants is also essential.

At Global Atlantic, the work environment for the AVP, Quantitative Risk role is highly collaborative, emphasizing teamwork across various functions. Employees are expected to work in-office four to five days a week in Hudson Yards, fostering a vibrant culture of innovation and support.

In the AVP, Quantitative Risk role at Global Atlantic, you will primarily work within a Python-based environment, utilizing advanced quantitative and programming tools to manage risks associated with hedging programs and enhance automated reporting.

The salary range for the AVP, Quantitative Risk position at Global Atlantic is between $185,000 and $200,000 USD, plus an annual bonus plan. Compensation is based on various factors such as geographic location, experience, and education.

When discussing your Python programming experience, focus on specific projects where you've developed and maintained object-oriented code bases. Highlight how your coding skills have contributed to effective risk management and modeling in finance.

In your response, describe your systematic approach to model enhancement, including conducting data analysis, validating assumptions, documenting processes, and ensuring adherence to regulatory standards, all of which are paramount for the AVP, Quantitative Risk role at Global Atlantic.

Discuss specific collaboration methods you've utilized, such as regular check-ins, shared documentation, and leveraging communication platforms. Emphasize the importance of open communication and teamwork while working with stakeholders in Risk, Investments, and Finance.

When answering this question, reflect on hurdles such as varying skill levels within your team and the need to align objectives. Share strategies you employed to motivate and guide your team toward achieving common goals within qualitative analyses.

Explain your methods for ensuring data accuracy, including implementing verification processes, conducting regular audits, and engaging with IT for data integrity checks. Highlight how these practices will support the responsibilities of the AVP, Quantitative Risk.

Share a concise case study that illustrates your experience with hedging strategies, detailing the context, your strategy, its implementation, and the results achieved. Highlight the quantitative analyses employed in the decision-making process.

Discuss your familiarity with compliance frameworks, specifically focusing on how they influence risk management practices. Outline your experience in preparing for audits or addressing SOX requests, demonstrating your methodological approach to compliance.

Emphasize your commitment to continuous learning through industry publications, webinars, networking, and professional development opportunities. Share specific resources you rely on to stay informed about changes in quantitative risk methodologies.

Describe your methods for task prioritization, such as assessing project impact, deadlines, and resource availability. Explain how these methods can support effective time management while meeting the dynamic challenges of the AVP, Quantitative Risk position.

Share techniques like simplifying your language, using visual aids, and emphasizing key takeaways to make complex issues accessible. Illustrate with examples of past experiences where effective communication was vital for stakeholder engagement.