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. Must have a Bachelors 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 Masters 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. 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 Aflacs hybrid schedule. Salary Range $112,778 - $155,000. Apply online or email resume to Heather Manderson, Corporate Counsel, Aflac, hmanderson@aflac.com.
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