Hybrid Quantitative Analyst: Python & Finance Modeling

Aflac; New York (NY); Hybrid; USD 110,000 - 150,000; Full time

Benefits offered by this job

Medical, dental, vision coverage

401(k) with company match

Annual bonus

Job summary

Aflac Asset Mgt. LLC in New York City is seeking an Associate Quantitative Analyst to design and enhance quantitative models for investment strategy and risk management. You will work hybrid, reporting to an office location in the continental US for part of the week.

The role requires a strong foundation in quantitative finance, Bayesian thinking, and Python; experience with C++/C# and Snowflake is a plus. Collaboration with FP&A and senior stakeholders is essential to drive business impact.

Qualifications

• Bachelor's degree in a quantitative discipline or related field.
• Minimum 2 years of related quantitative analysis or 0-1 year with a Master’s degree.
• Equivalent combination of education and experience accepted.
• Master’s degree preferred for advanced roles.
• Python, C++, SQL or similar experience preferred.

Responsibilities

• Maintains and enhances asset valuation and NII forecasting models for FP&A.
• Partner with FP&A to expand model capabilities and align analytics with business needs.
• Translate complex quantitative concepts into actionable insights for senior stakeholders.
• Deliver timely analyses to inform investment decisions.
• Calibrate models for hedging strategies across FX, IR, credit and equities.
• Support asset allocation decisions with scenario generation and portfolio analysis.
• Document methodologies, calibration, and governance standards.
• Stay current with emerging quantitative techniques and data quality improvements.
• Perform other duties as assigned.

Skills

Quantitative finance models

Bayesian mindset

Fixed-income analytics

Python

C++

C#

Git/GitHub

Snowflake

Education

Bachelor's degree in Financial Engineering/Mathematical Finance/Mathematics

Master’s degree (preferred)

Tools

SQL

Job description

Aflac Asset Mgt. LLC in New York City is seeking an Associate Quantitative Analyst to design and enhance quantitative models for investment strategy and risk management. You will work hybrid, reporting to an office location in the continental US for part of the week.

The role requires a strong foundation in quantitative finance, Bayesian thinking, and Python; experience with C++/C# and Snowflake is a plus. Collaboration with FP&A and senior stakeholders is essential to drive business impact.