Salary
💰 $101,000 - $142,000 per year
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