AVP, FX/Derivatives Portfolio Analyst - Trader

Full Time
New York, NY 10005
Posted
Job description
The Company: Aflac Asset Mgt. LLC
The Location: New York City, NY, US, 10005
The Division: Global Investment
Job Id: 1908

About Our Company

Aflac Global Investments located in New York's financial district, is the organization responsible for the overall investment activities of Aflac, Inc. With more than 150 employees in the U.S. (New York) and Japan (Tokyo), Aflac Global Investments organization seeks to maximize Aflac's risk-adjusted returns, subject to our liability profile and capital requirements, and generates in excess of $3.0 billion a year in net investment income. As of December 31, 2021, Aflac assets were $149.8 billion with revenues totaling $22.3 billion.


Position Summary

Within a Global Insurance Company, the Portfolio Analyst is a member of the Trading Team within Investment Management. The FX/Derivatives team is responsible for managing a hedging portfolio, designed to achieve the company’s overall capital and risk objectives.


Key Relationships

Reports to: Head of Trading

Primary Support: Macro Investment/Trading Team

Other Relationships: Other Traders, Credit Analysts, Portfolio Managers, Corporate Treasury, Investment Risk Management (IRM), Investment Planning, Accounting, Operations, Compliance, IT and other key stakeholders.


Overall Responsibilities

  • Provide analytical support to Macro Investment Strategy & Trading team (portfolio management and investment strategy/analysis)
  • Macro level and product specific (rates, currencies, derivatives) research, strategy, analyses and presentations
  • Work with PM and collaborate with Investment Risk Management on portfolio optimization, performance attribution and asset pricing tools development
  • Assist PM in developing, enhancing and automating GI platform analytical reporting toolkit
  • Develop execution skills for FX forwards and options; Interest rate swaps and swap options under supervision of senior traders
  • Conduct ad hoc projects, analyses, and other support to relevant stakeholders as required

Candidate Qualifications

The qualified candidate will have credible experience and available references demonstrating the following attributes:

  • B.A. / B.S degree in finance, engineering, mathematics, statistics, or similar quantitative discipline is required. Masters degree in similiar degree disciplined preferred.
  • 5 years (minimum) of direct experience in asset class; understanding of finance (fixed income products), option pricing theory), probability, statistics, and math.
  • Experience handling large data sets using SQL, Python, R or Matlab.
  • Advanced Excel invluding writing macros in VBA and using quant library add ins.
  • Strong analytical capabilities, excellent verbal and written communication skills, desire to work in a collaborative team environment.
  • Experience with reporting, report layout design and Power Point proficiency.
  • Self-motivated, able to work in a fluid, fast paced environment and to complete tasks independently yet, interact in a team environment.
  • Highly organized with the ability to work on multiple projects with different deadlines independently.
  • Passion for markets and intellectual curiosity

Schedule: This is a hybrid role and requires a minimum of 3 days in the office each week at our NYC location


The current salary range for this job is $ 87,000 - $200,000

This compensation range is specific to the job level and takes into account the wide range of factors that are considered in making compensation decisions including, but not limited to: education, experience, licensure, certifications, geographic location, and internal equity. The range has been created in good faith based on information known to Aflac at the time of the posting. Compensation decisions are dependent on the circumstances of each case. This salary range does not include any potential incentive pay or benefits, however, such information will be provided separately when appropriate. In addition to the base salary, we offer an array of benefits to meet your needs including medical, dental, vision coverage, prescription drug coverage, health care flexible spending, dependent care flexible spending, Aflac supplemental policies, 401(k) plans, and generous paid time off. You’ll also be granted time off for designated paid holidays and other leaves of absence, if eligible, when needed to support your physical, financial, and emotional well-being. Aflac complies with all applicable leave laws, including, but not limited to sick, adoption and parental leave, in all states and localities.

We will consider for employment all qualified applicants, including those with a criminal history, in a manner consistent with the requirements of all applicable federal, state, and local laws, including the Los Angeles Fair Chance Initiative for Hiring Ordinance, the San Francisco Fair Chance Ordinance, and the New York City Fair Chance Act. Applicants with criminal histories are encouraged to apply.



Nearest Major Market: Manhattan
Nearest Secondary Market: New York City

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