Global Atlantic offers a highly competitive and enriching summer internship experience. Our internship program starts on Monday, June 5th and concludes on Friday, August 11th. This is a 10-week program. Our internship program is hybrid (3 days in the office, 2 days remotely) and front office positions in NY are 4 days in the office.

COMPANY OVERVIEW

Global Atlantic Financial Group is a leader in the U.S. life insurance and annuity industry, serving the needs of individuals and institutions. With differentiated investment and risk management capabilities, deep client relationships, and a strong financial foundation, the company has established a track record of delivering proven, value-added solutions and long-term growth. Global Atlantic is a majority-owned subsidiary of KKR, a leading global investment firm that offers asset management and capital markets solutions across multiple strategies.

Global Atlantic is looking for a diverse team of talented individuals who reinforce our culture of collaboration and innovation. We are dedicated to the career development of our people because we know they are critical to our long-term success. Join our team and come grow with us.

We use Greenhouse as our scheduling tool and communicate through their systems. At times, your email may block our communications. Please be sure to check your SPAM so that you do not miss critical information about our process, including scheduling.

POSITION OVERVIEW

The Risk Data Analytics group reports through the Chief Risk Officer and uses machine learning techniques to develop predictive models for policy-level transactions. The models are used to develop and price retail products and institutional reinsurance deals, monitor related risk, and to assist in forecasting and financial reporting. The group has a unique vantage point into nearly all aspects of the enterprise and is actively enhancing its capacity, continuing to grow with the whole company. The successful candidate will have an opportunity to work on a variety of projects depending on skill set, interest, and personal goals, and to collaborate with the broader Risk team (about 20 people), which includes a the Risk Modeling Team, Hedging and Liquidity Risk Management, Enterprise and Financial Risk Management, and Product and Insurance Risk Management.

This position is not eligible for visa sponsorship now or in the future.

RESPONSIBILITIES

Implementing machine learning and optimization tools
Developing supervised and unsupervised machine learning models
Assisting with ad hoc data analytics projects
Assisting the team on developing automated data pipeline

QUALIFICATIONS

Strong academic record in pursuit of a Master's degree in top universities with concentrations and/or interests in Finance, Mathematics, Computer Science, Engineering, Economics, or other quantitative field (minimum 3.3 GPA); preference towards students currently in their senior years
Graduating in December of 2023 or May of 2024
Background in a technical or scientific field and at least one year/two semesters of programming experience (any language)
Knowledge of Python, statistics, regression, machine learning, data structure, algorithm, or high-performance computing are preferable but not required.
Strong analytical, organizational, and communication (written and verbal) skills
Pro-active, detail oriented, and deadline driven; possess excellent documentation and analysis skills
Results oriented, flexible, self-motivated, and able to work in a team environment with limited direct supervision

Insurance Quant Risk Intern