Aflac

Associate Quantitative Analyst

Aflac

full-time

Posted on:

Origin:  • 🇺🇸 United States • New York

Visit company website
AI Apply
Apply

Salary

💰 $101,000 - $142,000 per year

Job Level

JuniorMid-Level

Tech Stack

ApachePythonScikit-LearnSparkSQL

About the role

  • Work as a member of Aflac Global Investments (GI) and the Quantitative Analytic Solutions (QAS) / Investment Risk Architecture team
  • Collaborate with quantitative analysts, quantitative investment risk analysts, asset liability management analysts, and enterprise risk management teams across the U.S. and Japan
  • Contribute to the development and calibration of models concerning hedging strategies, strategic asset allocation, economic scenario generation, portfolio optimization, tactical asset allocation, capital measurement and regulatory analytics
  • Support longer-term projects building out functionality in the quantitative platform
  • Perform tactical analysis using existing tools with immediate impact on business decisions
  • Explain modeling methodology and model results to non-quants within the business
  • Report to Quantitative Analytic Solutions/Investment Risk Architecture Manager and work with various investment and operational teams

Requirements

  • Bachelors Degree in mathematics, quantitative finance, physics, financial engineering, computer science or other related field; advanced degree a plus
  • Minimum 1 year experience in a similiar quantitative role; preferably in an institutional investment environemnt or insurance asset manager; will consider internship experience
  • Knowledge of standard quant finance models (and stochastic calculus) on a practical level
  • Deep orientation toward probabilistic thinking; Bayesian mindset
  • Appreciation for the financial meaning and economic basis of models
  • Familiarity with major fixed income asset classes, basic bond math, Vanilla FX/IR derivatives
  • Hands-on programming experience involving large projects, implementation of quantitative models, and intuition for how to write usable, and understandable, code—Python preferred, C++, SQL or similar experience desired as well
  • Knowledge of source control (Git/Github), databases (Snowflake), visualization tools (Plotly/Dash) and Big Data / ML frameworks (Scikit-learn, Apache Spark) is a plus
  • Comfortable with explaining quantitative ideas to non-quants
  • Intellectual curiosity and ability to generate and brainstorm ideas
  • Team player
Leidos

Cloud Data Engineer

Leidos
Mid · Seniorfull-time$105k–$189k / year🇺🇸 United States
Posted: 36 days agoSource: leidos.wd5.myworkdayjobs.com
ApacheAWSAzureCloudEC2ETLNoSQLPySparkPythonSparkSQLSSIS
Navy Federal Credit Union

Senior Data Scientist, Financial Risk Management

Navy Federal Credit Union
Seniorfull-time$113k–$156k / yearVirginia · 🇺🇸 United States
Posted: 7 days agoSource: fa-etbx-saasfaprod1.fa.ocs.oraclecloud.com
AzureCloudETLHadoopPySparkPythonSparkSQL
V2FUTURE

Senior Data Engineer

V2FUTURE
Seniorfull-timeCalifornia, Washington · 🇺🇸 United States
Posted: 3 days agoSource: jobs.ashbyhq.com
ETLJavaPythonScalaSparkSQL
ThetaRay

Data Scientist

ThetaRay
Junior · Midfull-time🇺🇸 United States
Posted: 11 days agoSource: www.comeet.com
AirflowApacheHadoopHDFSPySparkPythonSparkSQL
EEOC

Principal Data Scientist - Payment

EEOC
Leadfull-time$158k–$230k / yearArizona, California, Illinois, New York · 🇺🇸 United States
Posted: 21 days agoSource: earlywarning.wd5.myworkdayjobs.com
ETLMavenPandasPySparkScalaScikit-LearnSQL