Quantitative Analyst (Multiple Openings)

Aflac, Incorporated • New York, NY

2d • $112,778 - $155,000 • Hybrid

About The Position

Develop and calibrate models concerning hedging strategies and optimization in FX, IR, credit, and equities domains.
Strategize asset allocation with both total-return and income lenses including economic scenario generation and portfolio optimization, and tactical asset allocation.
Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies.
Support Asset Modeling and Net Investment Forecasting from accounting perspective.
Provide documentation of modeling methodologies, assumptions, and calibration techniques.
Manage longer-term projects associated with building out key functionality in the platform.
Provide tactical analysis using existing tools, with immediate impact on business decisions.
Explain modeling methodology and model results to non-quants within the business.
Stays abreast of developing techniques to ensure modeling is current, and identify and improve data accuracy and processes used in production of financial, accounting and investment reporting.

Requirements

• Must have a Bachelor’s in Financial Engineering, Mathematical Finance, Mathematics, or similar quantitative discipline with at least 2 years of experience in quantitative analyst positions.
• In the alternative, employer will accept a Master’s in Financial Engineering, Mathematical Finance, Mathematics, or similar quantitative discipline.
• Work or educational background must have included demonstrated proficiency with: Applying standard quantitative finance models in analytical workflows
• Working with major fixed income asset classes and performing basic bond math
• Handling Vanilla FX and interest rate derivatives across financial scenarios
• Implementing quantitative models using C++, C#, Python, and MATLAB
• Creating scenario-based analysis outputs for strategic decision-making
• Using Git/GitHub for source control and managing SQL databases
• Visualizing data with Plotly and Dash and leveraging ML frameworks, including Scikit-learn and Apache Spark
• Evaluating investment and risk infrastructure to enhance efficiency and efficacy
• Designing and developing infrastructure to streamline risk reporting processes
• Familiarity with basic accounting concepts

Responsibilities

• Develop and calibrate models concerning hedging strategies and optimization in FX, IR, credit, and equities domains.
• Strategize asset allocation with both total-return and income lenses including economic scenario generation and portfolio optimization, and tactical asset allocation.
• Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies.
• Support Asset Modeling and Net Investment Forecasting from accounting perspective.
• Provide documentation of modeling methodologies, assumptions, and calibration techniques.
• Manage longer-term projects associated with building out key functionality in the platform.
• Provide tactical analysis using existing tools, with immediate impact on business decisions.
• Explain modeling methodology and model results to non-quants within the business.
• Stays abreast of developing techniques to ensure modeling is current, and identify and improve data accuracy and processes used in production of financial, accounting and investment reporting.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees