Program Associate, Investment Analytics jobs in United States
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Global Atlantic · 23 hours ago

Program Associate, Investment Analytics

Global Atlantic is a leading provider of retirement security and investment solutions, and they are seeking a Program Associate for Investment Analytics. The role involves building and testing cashflow projections, conducting research on commercial mortgage-backed securities, and maintaining investment-oriented applications to enhance investment management efficiency.

Financial ServicesInsuranceLife InsuranceRetirement
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Comp. & Benefits

Responsibilities

Build and test cashflow projections and pricing models incorporating Moody’s Commercial Mortgage Metrics (CMM) and desk assumptions for Commercial Mortgage-Backed Securities and Commercial Mortgage Loans
Leverage Moody’s CMM to calculate Expected Losses for Commercial Mortgage Loans (CML) and Commercial Mortgage-Backed Securities (CMBS) and identify key risk drivers
Conduct research on Single Asset Single Borrower (SASB) CMBS historical payoffs, extension options/executions, and defaults using Intex data to spot market trends and better assess the existing portfolio’s risk and performance
Calculate scenario yield and weighted average life sensitivities as part of impact analysis of prepayment and extended payoff assumptions
Analyze CML historical performance by calculating combined yields using remittances and future cashflows
Implement and maintain investment-oriented applications on Beacon to improve the efficiency of investment management and build interactive dashboards on Tableau
Run and monitor daily, weekly, and monthly processes to ensure the portfolio’s data accuracy and quality
Work with senior team members to address various requests from portfolio management teams and other internal stakeholders

Qualification

Quantitative FinancePythonTableauMoody’s CMMAmazon Redshift SQLIntex data analysisExcelPivot tablesFixed income marketsBusiness intelligence dashboardsData accuracy monitoring

Required

Master's degree in Quantitative Finance, Financial Engineering, Statistics, or similar quantitative fields of study, plus two (2) years of experience as a quantitative analyst or related role
OR
Bachelor's degree in Quantitative Finance, Financial Engineering, Statistics, or similar quantitative fields of study, plus four (4) years of experience as a quantitative analyst or related role
One (1) year of experience in the following:
Working in fixed income markets and instruments, including quantitative analytics of commercial mortgage-backed securities and commercial mortgage loans
Working with Python and using Python data analysis packages, such as pandas, numpy, or scipy
Applying understanding of databases to handle complex queries to large data tables using Amazon Redshift SQL
Building and maintaining business intelligence dashboards in Tableau using SQL queries
Working with Excel and Pivot tables to calculate complex financial cashflows and yields
Using Intex data to analyze the performance and sensitivities of commercial mortgage-backed securities
Building and maintaining investment-oriented applications on the Beacon platform
Running performance forecasts using Moody's Commercial Mortgage Metrics (CMM) software to assess default and recovery for commercial real estate mortgages

Company

Global Atlantic

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Global Atlantic is helping individuals and families think ahead for financial security.

Funding

Current Stage
Late Stage
Total Funding
$1.01B
2020-07-08Acquired
2013-05-13Private Equity· $1.01B
2004-01-01Private Equity

Leadership Team

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Allan Levine
Chairman and Chief Executive Officer
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Timothy Bridgers
Managing Director of Preneed
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Company data provided by crunchbase