Quantitative Analyst – Multiple Openings

About the role

Join Aflac’s New York team as a Quantitative Analyst, working on sophisticated models that support hedging, asset allocation and regulatory analytics across multiple asset classes.

Key responsibilities

• Develop and calibrate models for hedging strategies and optimization in FX, interest‑rate, credit and equity domains.
• Design asset‑allocation frameworks, generate economic scenarios and perform portfolio optimization.
• Support capital measurement and regulatory analytics for US and Japan jurisdictions.
• Provide documentation of modeling methodologies, assumptions and calibration techniques.
• Manage longer‑term projects to enhance platform functionality and deliver tactical analysis that influences business decisions.
• Explain model methodology and results to non‑quantitative stakeholders.

Required profile

• Bachelor’s (or Master’s) in Financial Engineering, Mathematical Finance, Mathematics or a related quantitative discipline.
• Minimum of 2 years of experience in a quantitative analyst role.
• Proficiency with major fixed‑income asset classes, vanilla FX and interest‑rate derivatives.
• Strong analytical mindset and ability to communicate complex concepts clearly.

Required skills

• C++
• C#
• Python
• MATLAB
• Git/GitHub
• SQL
• Plotly & Dash
• Scikit‑learn
• Apache Spark

What we offer

• Competitive salary range $112,778‑$155,000 per year.
• Hybrid work model with a minimum of three days per week in the New York office.
• Exposure to cross‑border regulatory analytics (US, Japan) and rating agency interactions.
• Opportunities for professional growth in quantitative finance and risk management.