Aflac Global Investments (GI) seeks to develop quantitative analytic solutions to support the implementation of a large, primarily fixed income, investment strategy, applying mathematical finance to a quantitative platform focused on scenario analysis of current and potential investment strategies.
Requirements
- 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
Responsibilities
- Contribute to the development and calibration of models concerning: Hedging strategies and optimization in FX, IR, Credit, and Equities domains
- Contribute to the development and calibration of models concerning: Strategic Asset Allocation with both total-return and income lenses
- Contribute to the development and calibration of models concerning: Economic Scenario Generation and Portfolio Optimization
- Contribute to the development and calibration of models concerning: Tactical Asset Allocation
- Support capital measurement and regulatory analytics (US and Japan focus) with potential exposure to other regulatory jurisdictions and rating agencies
- Longer-term projects associated with building out key functionality in the platform
- Tactical analysis using existing tools, with immediate impact on business decisions
Other
- Explaining modeling methodology and model results to non-quants within the business
- 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
- Seeks 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
- Aflac Global Investments' hybrid working environment requires a minimum of 3 days in the office each week
