Associate Quantitative Analyst

About the role

Aflac Asset Management LLC is seeking an Associate Quantitative Analyst to support global investment functions in New York City, NY. This hybrid role requires on-site presence at an Aflac office for at least 60% of the work week, with the balance fulfilled remotely from a U.S. continental location.

Responsibilities

• Maintain and enhance asset valuation and net investment income (NII) forecasting models that support FP&A’s financial planning, forecasting, and strategic decision-making.
• Partner with FP&A and other stakeholders to expand model capabilities and align analytical solutions with evolving business needs.
• Build cross-functional relationships by translating complex quantitative concepts into actionable insights for senior stakeholders.
• Deliver timely analyses using existing quantitative tools to inform business and investment decisions.
• Develop and calibrate models for hedging strategies and optimization across FX, interest rates, credit, and equities.
• Support strategic and tactical asset allocation decisions through economic scenario generation, portfolio optimization, and total-return and income analyses.
• Communicate modeling methodologies, assumptions, and results to non-technical audiences.
• Document model methodologies, assumptions, calibration processes, and governance standards to ensure model integrity and regulatory compliance.
• Stay current with emerging quantitative techniques and identify opportunities to improve data quality and analytical processes.

Requirements

• Bachelor’s degree in Financial Engineering, Mathematical Finance, Mathematics, or a closely related quantitative discipline.
• Minimum of 2 years of related quantitative analysis or financial modeling experience with a Bachelor’s degree, or 0–1 year with a Master’s degree.

Preferred Qualifications

• Master’s degree in Financial Engineering, Mathematical Finance, Mathematics, or a closely related quantitative discipline.
• Proficiency in Python; familiarity with C++ and/or C#.
• Experience with Git/GitHub for source control and collaborative development.
• Knowledge of data platforms and databases such as Snowflake.

Skills

• Strong practical understanding of quantitative finance models, including stochastic calculus.
• Deep orientation toward probabilistic thinking; Bayesian mindset.
• Solid grasp 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.
• Ability to take ownership of problems and add value beyond assigned tasks.
• Systematic thinker who enhances organizational clarity and information quality.
• Comfort explaining quantitative ideas to non-quantitative audiences and breaking down technical concepts into intuitive, digestible explanations.
• Intellectual curiosity and ability to brainstorm ideas with colleagues.
• Team player with a collaborative mindset.

Travel

Up to 10%.

Pay

The salary range for this role is $110,000 to $150,000. Compensation decisions consider education, experience, certifications, location, and peer benchmarks; offers are not necessarily made at the top of the range to allow for future growth.