Aflac
Overview
Aflac Asset Management, LLC (d.b.a. Aflac Global Investments) is a wholly owned subsidiary of Aflac Incorporated. GI is located in New York’s financial district and oversees investment activities for Aflac’s general account across Japan, Bermuda, and the U.S. The investment teams support GI’s goals by providing market insight and knowledge of asset classes, with primary responsibility for capital deployment for life and supplemental health insurance company balance sheets. Position Summary
Working as a member of Aflac Global Investments (GI) and the Quantitative Analytic Solutions (QAS) / Investment Risk Architecture team, this role collaborates with quantitative analysts, asset liability management analysts, and enterprise risk management teams to develop quantitative analytic solutions in support of a large, primarily fixed income, investment strategy. The role applies solid knowledge of mathematical finance to a growing, state-of-the-art quantitative platform focused on scenario analysis of current and potential investment strategies. Key Relationships
Reports to: Quantitative Analytic Solutions / Investment Risk Architecture Manager. Primary relationships include: Quantitative Analytic Solutions, Investment Risk, Operational Risk, Asset Liability Management, Credit analysts, Credit and Derivatives traders, Investment Analysts, IT, Operations, Investment Accounting and senior GI leaders. Overall Responsibilities
Contribute to the development and calibration of models concerning: Hedging strategies and optimization in FX, IR, Credit, and Equities domains; Strategic Asset Allocation with both total-return and income lenses; Economic Scenario Generation and Portfolio Optimization; Tactical Asset Allocation; Explaining modeling methodology and model results to non-quants within the business. Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies. Engage in longer-term projects to build out key functionality in the platform. Conduct tactical analysis using existing tools with immediate impact on business decisions. Candidate Qualifications
Technical Skills Bachelors Degree in mathematics, quantitative finance, physics, financial engineering, computer science or related field; advanced degree a plus. Minimum 1 year experience in a similar quantitative role; preferred in an institutional investment environment or insurance asset manager; internship experience considered. Knowledge of standard quantitative finance models (and stochastic calculus) at a practical level. Strong probabilistic thinking; Bayesian mindset; appreciation for the financial meaning and economic basis of models. Familiarity with major fixed income asset classes, basic bond math, and Vanilla FX/IR derivatives. Hands-on programming experience with large projects and implementation of quantitative models; Python preferred; C++, SQL or similar experience desired. Knowledge of source control (Git/GitHub), databases (Snowflake), visualization tools (Plotly/Dash), and Big Data/ML frameworks (Scikit-learn, Apache Spark) is a plus. Non-Technical Skills Takes ownership of problems and seeks to add value beyond completing tasks. Systematic thinker who enhances information clarity within the organization. Seeks conceptual understanding, not just technical precision. Ability to explain quantitative ideas to non-quants and break down technical concepts into intuitive terms. Intellectual curiosity with collaborative ideation. Team player. Compensation and Benefits
The base pay range is $101,000.00/yr - $142,000.00/yr. This range is specific to the job level and factors such as education, experience, licensure, certifications, geographic location, and internal equity. The salary range does not include potential incentive pay or benefits, which will be provided separately when appropriate. The company offers a comprehensive benefits package including medical, dental, and vision coverage, prescription drug coverage, health care flexible spending accounts, dependent care flexible spending accounts, Aflac supplemental policies, 401(k) plans, and generous paid time off. Aflac complies with applicable leave laws in all states and localities. In addition, Aflac Global Investments’ hybrid work environment requires a minimum of 3 days in the office each week. Seniorities, Type, and Function
Seniority level: Entry level Employment type: Full-time Job function: Research, Analyst, and Information Technology Industries: Insurance We will consider all qualified applicants, including those with a criminal history, in a manner consistent with applicable federal, state, and local laws and local fair chance ordinances.
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Aflac Asset Management, LLC (d.b.a. Aflac Global Investments) is a wholly owned subsidiary of Aflac Incorporated. GI is located in New York’s financial district and oversees investment activities for Aflac’s general account across Japan, Bermuda, and the U.S. The investment teams support GI’s goals by providing market insight and knowledge of asset classes, with primary responsibility for capital deployment for life and supplemental health insurance company balance sheets. Position Summary
Working as a member of Aflac Global Investments (GI) and the Quantitative Analytic Solutions (QAS) / Investment Risk Architecture team, this role collaborates with quantitative analysts, asset liability management analysts, and enterprise risk management teams to develop quantitative analytic solutions in support of a large, primarily fixed income, investment strategy. The role applies solid knowledge of mathematical finance to a growing, state-of-the-art quantitative platform focused on scenario analysis of current and potential investment strategies. Key Relationships
Reports to: Quantitative Analytic Solutions / Investment Risk Architecture Manager. Primary relationships include: Quantitative Analytic Solutions, Investment Risk, Operational Risk, Asset Liability Management, Credit analysts, Credit and Derivatives traders, Investment Analysts, IT, Operations, Investment Accounting and senior GI leaders. Overall Responsibilities
Contribute to the development and calibration of models concerning: Hedging strategies and optimization in FX, IR, Credit, and Equities domains; Strategic Asset Allocation with both total-return and income lenses; Economic Scenario Generation and Portfolio Optimization; Tactical Asset Allocation; Explaining modeling methodology and model results to non-quants within the business. Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies. Engage in longer-term projects to build out key functionality in the platform. Conduct tactical analysis using existing tools with immediate impact on business decisions. Candidate Qualifications
Technical Skills Bachelors Degree in mathematics, quantitative finance, physics, financial engineering, computer science or related field; advanced degree a plus. Minimum 1 year experience in a similar quantitative role; preferred in an institutional investment environment or insurance asset manager; internship experience considered. Knowledge of standard quantitative finance models (and stochastic calculus) at a practical level. Strong probabilistic thinking; Bayesian mindset; appreciation for the financial meaning and economic basis of models. Familiarity with major fixed income asset classes, basic bond math, and Vanilla FX/IR derivatives. Hands-on programming experience with large projects and implementation of quantitative models; Python preferred; C++, SQL or similar experience desired. Knowledge of source control (Git/GitHub), databases (Snowflake), visualization tools (Plotly/Dash), and Big Data/ML frameworks (Scikit-learn, Apache Spark) is a plus. Non-Technical Skills Takes ownership of problems and seeks to add value beyond completing tasks. Systematic thinker who enhances information clarity within the organization. Seeks conceptual understanding, not just technical precision. Ability to explain quantitative ideas to non-quants and break down technical concepts into intuitive terms. Intellectual curiosity with collaborative ideation. Team player. Compensation and Benefits
The base pay range is $101,000.00/yr - $142,000.00/yr. This range is specific to the job level and factors such as education, experience, licensure, certifications, geographic location, and internal equity. The salary range does not include potential incentive pay or benefits, which will be provided separately when appropriate. The company offers a comprehensive benefits package including medical, dental, and vision coverage, prescription drug coverage, health care flexible spending accounts, dependent care flexible spending accounts, Aflac supplemental policies, 401(k) plans, and generous paid time off. Aflac complies with applicable leave laws in all states and localities. In addition, Aflac Global Investments’ hybrid work environment requires a minimum of 3 days in the office each week. Seniorities, Type, and Function
Seniority level: Entry level Employment type: Full-time Job function: Research, Analyst, and Information Technology Industries: Insurance We will consider all qualified applicants, including those with a criminal history, in a manner consistent with applicable federal, state, and local laws and local fair chance ordinances.
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