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]
• 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]