Associate, Quantitative Analyst

Position:              Associate, Quantitative Analyst

Location:             100 Wall Street 29th floor, New York, NY 10005

Duties:

• Collaborate on the development o fquantitative analytic solutions to support the implementatio of a large, primarily fixed income, investment strategy.

• Apply solid knowledge of mathematical finance to a growing, state-of-the-art quantitative platform focused on scenario analysis of current and potential investment strategies.

• Contribute to the development and calibration of models concerning:

• Hedging strategies and optimization in FX, IR, Credit, and Equities domains.

• Strategic Asset Allocation with both total-return and income lenses.

• Economic Scenario Generation and Portfolio Optimization.

• Tactical Asset Allocation.

• Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies.

• Work on longer-term projects associated with building out key functionality in the platform.

• Analyze tactically using existing tools, with immediate impact on business decisions.

• Explain modeling methodology and model results to non-quants within the business.

Minimum Requirements:

• Must have a Bachelor's degree in Mathematics, Quantitative Finance, Physics, Financial Engineering or related quantitative discipline.

• Must have 6 years of progressive experience in analyst positions performing the following:

  • Applying working knowledge of standard quant finance models and stochastic calculus.

  • Demonstrating a level understanding of major fixed income asset classes, basic bond math, Vanilla FX/IR derivatives.

  • Implementing quantitative models and intuition to write usable and understandable code including Python, C++, and SQL.

  • Demonstrating knowledge of source control (Git/Github), databases (Snowflake), visualization tools (Plotly/Dash) and Big Data/ML frameworks (Scikit-learn, Apache Spark).

  • Explaining quantitative ideas to non-quants and breaking down technical ideas into intuitive, digestible bits for the business

• Salary Range: $139,000 - $159,000

• Position may be eligible to work hybrid/remotely but is based out of and reports to Aflac offices in New York, NY.  Must be able to work a minimum of 3 days a week in the New York, NY office as part of Aflac’s hybrid schedule. 

Recruitment:

Apply online https://careers.aflac.com/ or email resume to Heather Manderson, Corporate Counsel, Aflac, hmanderson@aflac.com