VP, Quantitative Analytic Solutions

About Our Company

Aflac Asset Management, LLC, (d.b.a. Aflac Global Investments or GI) is a wholly owned subsidiary of Aflac, Incorporated (Aflac).  GI is headquartered in New York’s financial district at 100 Wall Street and is the organization responsible for the overall investment activities of Aflac and its subsidiaries in Japan, the U.S., and Bermuda.  With ~150 employees globally, GI manages an investment strategy focused on maximizing long-term returns with a focus on preservation of capital, subject to our affiliated insurance company’s objectives for income, asset-liability management, liquidity, and capital.  GI is responsible for generating approximately $3.5 billion of annual investment income from Aflac’s general accounts from a mix of public and private assets (including strategic partnerships) across multiple geographies and currencies.  As of year-end 2022, Aflac’s total general account portfolio was $111 billion.

 

The investment teams support GI’s overall goals and objectives by implementing, managing, and overseeing multiple portfolios encompassing different strategies across various fixed income and growth asset classes utilizing both internal teams of analysts, portfolio managers, and traders and external third-party asset managers.  GI utilizes a rigorous approach to deploying and managing assets driven by a disciplined strategic asset allocation which establishes portfolio parameters based on long term expectations for performance. 

 

Job Summary

Within Aflac’s Global Investments, the Vice President, Quantitative Analyst is senior working member leader of Aflac Global Investments (GI) and the Quantitative Analytic Solutions team, design, develop and implement key analytic modeling tools and systems to support GI’s investment strategy, asset allocation, portfolio management and hedging activities.  Deliver sophisticated quantitative models, quantitative analysis, and financial data to support current and new investment initiatives.

 

Reports to:  Director, Head of Quantitative Analytic Solutions and Architecture

 

Primary Relationships: GI business leaders across front, middle, and back office: CIO, Portfolio Managers, Trading, Credit Analysts, Risk Management, IT and other key Aflac business partners in both U.S., Japan, and Bermuda including Investment Accounting, Tax, Legal, Actuarial, and Treasury

 

Please note: Aflac Global Investments' hybrid working environment requires a minimum of 3 days in the office each week.

 

Principal Duties & Responsibilities:

• Develop and calibrate models for implementation related, but not limited to, the following functional areas:
  • Strategic and Tactical Asset Allocation
  • Portfolio Management
  • Hedging Strategies involving foreign exchange, credit, interest rates, equity, and derivatives
  • Portfolio simulation and optimization
• Develop modeling methodology for complex investment strategies seeking opportunities to leverage swaps, forwards, options, hedging and other technical investment instruments to support investment team
• Provide documentation of modeling methodologies, assumptions and calibration techniques
• Collaborate with GI IT to ensure models are efficient and robust as deployed into production
• Provide technical expertise and support to Market and Credit teams
• Create, produce and present oral and written analyses and concepts, including management recommendations, to senior management

• Stay abreast of developing techniques to ensure modeling is current and robust and provide thought leadership on quantitative analysis and modeling methods
• Manage a small team of quantitative analysts, providing leadership and guidance on workflow and special projects

 

Education/Experience:

• Bachelor’s degree in finance, accounting, mathematics, engineering, information systems, computer science or similar is required.  Masters/ MBA and/or CAIA/CFA/CPA is a plus.

 

Candidate Qualifications:

• 9+ years of demonstrated quantitative modeling development and execution to further enhance the investment platform; insurance asset management experience a plus
• Advanced understanding of public and private fixed income asset classes, public and private equity, alternatives and derivatives with demonstrated experience of modeling asset class risk and return
• Experience managing or mentoring quantitative and technical teams
• Master’s Degree in finance, financial engineering, mathematics, quantitative finance, physics or similar quantitative degree is required.  PhD degree and/or CFA designation is a plus.
• Excellent skills in Python preferred, SQL, C++ or similar experience desired as well
• Superior analytical