AVP, Quantitative Risk Analyst

Aflac, Incorporated•New York, NY

29d•$140,000 - $185,000•Hybrid

About The Position

Aflac is hiring an AVP, Quantitative Risk Analyst to support its Global Investment Risk Management (GIRM) function. The role advances the company’s risk analysis system and leads technical development and maintenance of the investment risk system production environment, including risk simulation tools, regulatory capital ratio methods, extreme-tail stress testing, and an economic scenario generator. The position also automates investment risk reporting and provides quantitative analysis and business insight to inform investment and risk-management decisions. The analyst works with front-office teams to monitor portfolios across asset classes, collaborates on second-line investment risk analyses, and partners with quantitative and technology teams to validate, calibrate, document, and deploy models. The role also contributes to market and credit risk analysis and prepares and presents analyses, recommendations, and reports for senior management and committees. This is a hybrid role requiring work from an Aflac office in New York, NY for at least 60% of the work week, with the remaining portion worked from home within the continental United States. The salary range is $140,000 to $185,000.

Requirements

Bachelor’s degree in Financial Engineering, Mathematical Finance, Mathematics, or a related major, or an equivalent combination of education and experience.
At least 5 years of relevant financial-services risk-management experience, preferably in life insurance, in industry or as a consultant.
Strong model-development experience using programming languages such as C#, Python, and VBA.
Knowledge of statistics and its application to the financial-services industry.
Strong analytical and critical-thinking skills.
Strong verbal and written communication skills.
Highly organized, with the ability to manage multiple projects with different deadlines.
Ability to work as a team player.

Nice To Haves

Familiarity with life insurance company financial statements.
Master’s degree in Financial Engineering, Mathematical Finance, Mathematics, or a related major.
CFA, FRM, actuarial, or similar investment risk-management credentials.
Experience modeling public and private fixed-income asset classes, public and private equity, derivatives, and alternatives.
Life insurance actuarial modeling and implementation experience.

Responsibilities

Advance development of the company’s risk analysis system with GIRM team members, leading technical development and/or maintenance of the investment risk system production environment in Python and C#.
Support the risk simulation tool, regulatory capital ratio methods, extreme-tail event stress testing, and economic scenario generator.
Lead efforts to automate data flow, calculations, and production of regular investment risk reports for senior management and business partners.
Provide quantitative support and business insight to senior management on investment and risk-management decisions, including financial impacts of market and credit risk exposures.
Work with front-office teams to monitor portfolios across asset classes, including credit, derivatives, and alternative assets, and perform relevant risk analyses.
Collaborate with GIRM team members on second-line comprehensive investment risk analyses to assess compliance with risk appetites, tolerances, and investment risk limits.
Work with the Quantitative Analytic Solutions team to validate and calibrate models supporting implementation.
Document and validate models and calibration techniques.
Collaborate with GIRM technologists to ensure models are efficient and robust when deployed into production.
Provide support for market and credit risk analysis.
Participate in producing and presenting oral and written analyses and concepts, including management recommendations, to senior management; assist with management and committee reports.

Benefits

Medical, dental, and vision coverage
Prescription drug coverage
Health care flexible spending account
Dependent care flexible spending account
Aflac supplemental Accident, Cancer, Critical Illness, and Hospital Indemnity policies at no cost to the employee
401(k) plans
Annual bonuses
Opportunity to purchase company stock
11 paid holidays annually
Up to 20 days of PTO to use for any reason
State-mandated sick leave, if eligible
Other leaves of absence, if eligible
Adoption and parental leave in accordance with applicable laws