VP, Quantitative Analytic Solutions

About Our Company

Aflac Asset Management, LLC, (d.b.a. Aflac Global Investments or GI) is a wholly owned subsidiary of Aflac, Incorporated (Aflac).  GI is headquartered in New York’s financial district at 100 Wall Street and is the organization responsible for the overall investment activities of Aflac and its subsidiaries in Japan, the U.S., and Bermuda.  With ~150 employees globally, GI manages an investment strategy focused on maximizing long-term returns with a focus on preservation of capital, subject to our affiliated insurance company’s objectives for income, asset-liability management, liquidity, and capital.  GI is responsible for generating approximately $3.5 billion of annual investment income from Aflac’s general accounts from a mix of public and private assets (including strategic partnerships) across multiple geographies and currencies.  As of year-end 2023, Aflac’s total general account portfolio over $100 billion.

The investment teams support GI’s overall goals and objectives by implementing, managing, and overseeing multiple portfolios encompassing different strategies across various fixed income and growth asset classes utilizing both internal teams of analysts, portfolio managers, and traders and external third-party asset managers.  GI utilizes a rigorous approach to deploying and managing assets driven by a disciplined strategic asset allocation which establishes portfolio parameters based on long term expectations for performance. 

Job Summary

Within Aflac’s Global Investments, the Vice President, Quantitative Analyst is senior working member leader of Aflac Global Investments (GI) and the Quantitative Analytic Solutions team, design, develop and implement key analytic modeling tools and systems to support GI’s investment strategy, asset allocation, portfolio management and hedging activities.  Deliver sophisticated quantitative models, quantitative analysis, and financial data to support current and new investment initiatives.

Reports to:  Director, Head of Quantitative Analytic Solutions and Architecture

Primary Relationships: GI business leaders across front, middle, and back office: CIO, Portfolio Managers, Trading, Credit Analysts, Risk Management, IT and other key Aflac business partners in both U.S., Japan, and Bermuda including Investment Accounting, Tax, Legal, Actuarial, and Treasury

Please note: Aflac Global Investments' hybrid working environment requires a minimum of 3 days in the office each week.

Principal Duties & Responsibilities:

• Develop and calibrate models for implementation related, but not limited to, the following functional areas:
  • Strategic and Tactical Asset Allocation
  • Portfolio Management
  • Hedging Strategies involving foreign exchange, credit, interest rates, equity, and derivatives
  • Portfolio simulation and optimization
• Develop modeling methodology for complex investment strategies seeking opportunities to leverage swaps, forwards, options, hedging and other technical investment instruments to support investment team
• Provide documentation of modeling methodologies, assumptions and calibration techniques
• Collaborate with GI IT to ensure models are efficient and robust as deployed into production
• Provide technical expertise and support to Market and Credit teams
• Create, produce and present oral and written analyses and concepts, including management recommendations, to senior management

• Stay abreast of developing techniques to ensure modeling is current and robust and provide thought leadership on quantitative analysis and modeling methods
• Manage a small team of quantitative analysts, providing leadership and guidance on workflow and special projects

Education/Experience:

• Bachelor’s degree in finance, accounting, mathematics, engineering, information systems, computer science or similar is required.  Masters/ MBA and/or CAIA/CFA/CPA is a plus.

Candidate Qualifications:

• 9+ years of demonstrated quantitative modeling development and execution to further enhance the investment platform; insurance asset management experience a plus
• Advanced understanding of public and private fixed income asset classes, public and private equity, alternatives and derivatives with demonstrated experience of modeling asset class risk and return
• Experience managing or mentoring quantitative and technical teams
• Master’s Degree in finance, financial engineering, mathematics, quantitative finance, physics or similar quantitative degree is required.  PhD degree and/or CFA designation is a plus.
• Excellent skills in Python preferred, SQL, C++ or similar experience desired as well
• Superior analytical and critical thinking skills with demonstrated experience distilling technical work into business presentations
• Highly organized with superior attention to detail with an ability to analyze large amount of data and extract meaningful information and identify findings in a succinct format.
• Identify and improve data accuracy and processes used in production of financial, accounting and investment reporting purposes.

Non - Technical Skills:

• Develops clear goals and execution plan that are consistent with business objectives.
• A self-starter with a passion for problem-solving, willing to work in a collaborative and fast-paced environment, comfortable working in a fluid setting with multiple time sensitive priorities, able to identify priorities and appropriately manage time and resources.
• Demonstrated ability to successfully deliver on multiple projects, including ability to proactively work on solutions with minimal supervision
• Excellent communication and influencing skills, including presenting to executive management
• Highly organized with the ability to work on multiple projects with different deadlines
• Extensive experience with leading modeling projects in a highly matrixed organization
• Ability to interface with all levels of management
• A team player with a strong work ethic

The range on this positions is:   $143,000 – $265,000

This compensation range is specific to the job level and takes into account the wide range of factors that are considered in making compensation decisions including, but not limited to: education, experience, licensure, certifications, geographic location, and internal equity. The range has been created in good faith based on information known to Aflac at the time of the posting.  Compensation decisions are dependent on the circumstances of each case. This salary range does not include any potential incentive pay or benefits, however, such information will be provided separately when appropriate.

In addition to the base salary, we offer an array of benefits to meet your needs including medical, dental, and vision coverage, prescription drug coverage, health care flexible spending, dependent care flexible spending, Aflac supplemental policies, 401(k) plans, and generous paid time off. You’ll also be granted time off for designated paid holidays and other leaves of absence, if eligible, when needed to support your physical, financial, and emotional well-being. Aflac complies with all applicable leave laws, including, but not limited to sick, adoption and parental leave, in all states and localities.

We will consider for employment all qualified applicants, including those with a criminal history, in a manner consistent with the requirements of all applicable federal, state, and local laws, including the Los Angeles Fair Chance Initiative for Hiring Ordinance, the San Francisco Fair Chance Ordinance, and the New York City Fair Chance Act. Applicants with criminal histories are encouraged to apply.