Quantitative Analyst (Multiple Openings) | New York, NY, USA
Quantitative Analyst (Multiple Openings) Position Quantitative Analyst (Multiple Openings) Location 100 Wall Street, New York, NY 10005 Duties
- 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. Minimum 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
- 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. Salary Range $112,778 - $155,000 Recruitment Apply online https//careers.aflac.com/ or email resume to Heather Manderson, Corporate Counsel, Aflac, [email protected]