<p>Position: Quantitative Analyst (Multiple Openings)</p> <p>Location: 100 Wall Street, New York, NY 10005</p> <p>Duties:</p> <ul> <li>Develop and calibrate models concerning hedging strategies and optimization in FX, IR, credit, and equities domains. </li><li>Strategize asset allocation with both total-return and income lenses including economic scenario generation and portfolio optimization, and tactical asset allocation. </li><li>Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies. </li><li>Support Asset Modeling and Net Investment Forecasting from accounting perspective. </li><li>Provide documentation of modeling methodologies, assumptions, and calibration techniques. </li><li>Manage longer-term projects associated with building out key functionality in the platform. </li><li>Provide tactical analysis using existing tools, with immediate impact on business decisions. </li><li>Explain modeling methodology and model results to non-quants within the business. </li><li>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. </li></ul> <p>Minimum Requirements:</p> <ul> <li> <p>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.</p> </li><li> <p>In the alternative, employer will accept a Master's in Financial Engineering, Mathematical Finance, Mathematics, or similar quantitative discipline.</p> </li><li> <p>Work or educational background must have included demonstrated proficiency with:</p> </li><li> <p>Applying standard quantitative finance models in analytical workflows</p> </li><li> <p>Working with major fixed income asset classes and performing basic bond math</p> </li><li> <p>Handling Vanilla FX and interest rate derivatives across financial scenarios</p> </li><li> <p>Implementing quantitative models using C++, C#, Python, and MATLAB</p> </li><li> <p>Creating scenario-based analysis outputs for strategic decision-making</p> </li><li> <p>Using Git/GitHub for source control and managing SQL databases</p> </li><li> <p>Visualizing data with Plotly and Dash and leveraging ML frameworks, including Scikit-learn and Apache Spark</p> </li><li> <p>Evaluating investment and risk infrastructure to enhance efficiency and efficacy</p> </li><li> <p>Designing and developing infrastructure to streamline risk reporting processes</p> </li><li> <p>Familiarity with basic accounting concepts</p> </li><li> <p>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.</p> </li><li> <p>Salary Range : $112,778 - $155,000</p> </li></ul> <p>Recruitment: Apply online https://careers.aflac.com/ or email resume to Heather Manderson, Corporate Counsel, Aflac, hmanderson@aflac.com</p> <p>Nearest Major Market: Manhattan</p> <p>Nearest Secondary Market: New York City</p>