Deep orientation toward probabilistic thinking; Bayesian mindset.
Solid understanding of the economic rationale and financial implications underlying quantitative models and investment strategies.
Familiarity with major fixed-income asset classes, fixed-income analytics, bond mathematics, and vanilla foreign exchange and interest rate derivatives.
Proficiency in developing and implementing quantitative models using Python; experience with C++ and/or C# is an advantage.
Knowledge of source control and collaborative development practices using Git/GitHub, as well as experience with data platforms and databases such as Snowflake.
Takes ownership of problems and seeks to add value, not just complete assigned tasks.
Systematic thinker who acts to increase, not decrease, the organization and clarity of information.
Ability to seek conceptual understanding, not just technical precision.
Comfortable with explaining quantitative ideas to non-quants, and strives to break-down technical ideas into intuitive, digestible bits.
Intellectual curiosity, with the ability to generate and brainstorm ideas with colleagues.
Team player.
Education & Experience Required
Bachelor's degree Financial Engineering, Mathematical Finance, Mathematics, or similar quantitative discipline.
A minimum of 2 years of related quantitative analysis, financial modeling, or similar experience with a Bachelor's degree, or a minimum of 0 to 1 year of related quantitative analysis, financial modeling, or similar experience with a Master's degree.
Or an equivalent combination of education and experience
Education & Experience Preferred
Master’s degree Financial Engineering, Mathematical Finance, Mathematics, or similar quantitative discipline.
Python, C++, SQL or similar experience is preferred.
Travel
10 percent or less
Principal Duties & Responsibilities
Maintains and enhances asset valuation and net investment income (NII) forecasting models that support FP&A's financial planning, forecasting, and strategic decision-making processes.
Partners with FP&A and other key stakeholders to contribute to long-term initiatives that expand model capabilities and align analytical solutions with evolving business requirements.
Builds strong working relationships across investment, finance, and risk functions by translating complex quantitative concepts into actionable business insights for senior stakeholders.
Delivers timely, actionable analyses using existing quantitative tools and models to inform business and investment decisions.
Develops and calibrates models concerning hedging strategies and optimization in FX, IR, credit, and equities domains.
Supports strategic and tactical asset allocation decisions through economic scenario generation, portfolio optimization, and analysis from both total return and income perspectives.
Communicates complex modeling methodologies, assumptions, and results to non-technical stakeholders, ensuring transparency and business understanding.
Documents model methodologies, key assumptions, calibration processes, and governance standards to support model integrity and regulatory compliance.
Remains current with emerging quantitative and financial modeling techniques, while proactively identifying opportunities to improve data quality, analytical processes, and the production of financial, accounting, and investment reporting.
Performs other duties as assigned.
Total Rewards
The salary range for this job is $110,000 to $150,000. This range is specific to the job and salary offers consider a wide range of factors that are considered in making compensation decisions, including, but not limited to: education, experience, licensure, certifications, geographic location, and peer compensation. The range has been created in good faith based on information known to Aflac at the time of the posting.
At Aflac, it is not typical for an individual to be hired at or near the top of the range for the role to allow for future and continued salary growth, and 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 (Accident, Cancer, Critical Illness and Hospital Indemnity offered at no costs to employee), 401(k) plans, annual bonuses, and an opportunity to purchase company stock. On an annual basis, you’ll also be offered 11 paid holidays, up to 20 days PTO to be used for any reason, and, if eligible, state-mandated sick leave (Washington employees accrue 1-hour sick leave for every 40 hours worked) 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 and safe leave, and adoption and parental leave, in all states and localities.
Nearest Major Market: Manhattan
Nearest Secondary Market: New York City
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