AVP, Quantitative Risk Analyst

Aflac, Incorporated•New York, NY

1d•$140,000 - $185,000•Hybrid

About The Position

We are the duck. We develop and empower our people, cultivate relationships, give back to our community, and celebrate every success along the way. We do it all…The Aflac Way. Aflac, a Fortune 500 company, is an industry leader in voluntary insurance products that pay cash directly to policyholders and one of America's best-known brands. Aflac has been recognized as Fortune’s 50 Best Workplaces for Diversity and as one of World’s Most Ethical Companies by Ethisphere.com. Our business is about being there for people in need. So, ask yourself, are you the duck? If so, there’s a home, and a flourishing career for you at Aflac.

Requirements

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 work on multiple projects with different deadlines.
Team player.
Bachelor's degree in Financial Engineering, Mathematical Finance, Mathematics or a related major
5+ years of relevant work experience in financial services risk management (preferably life insurance), either in industry, or as a consultant.
Strong model development experience in programming languages such as C#, Python, and VBA required.
Or an equivalent combination of education and experience

Nice To Haves

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

Responsibilities

Works with GIRM team members to advance the development of the company’s risk analysis system; in particular, leads the technical development and/or maintenance of the investment risk system production environment (in Python/C#), including but not limited to risk simulation tool, regulatory capital ratio methods, extreme tail event stress testing and economic scenario generator (ESG).
Leads efforts to automate the data flow, calculation and production of regular investment risk reports for senior management and business partners.
Provides quantitative support and business insight to senior management for different investment and risk management decisions, through analyses of financial impacts due to exposures in market risk, credit risk etc.
Works closely with front office teams for different types of asset classes portfolio monitoring, including credit, derivatives and alternative assets and performs relevant risk analysis.
Collaborates with GIRM team members to perform second line comprehensive risk analyses across investment risks to ensure compliance with the firm’s risk appetites, tolerances, and investment risk limits.
Works closely with the Quantitative Analytic Solutions team to validate and calibrate models to support implementation.
Provides documentation and validation of models and calibration techniques.
Collaborates with GIRM’s technologists to ensure models are efficient and robust as deployed into production
Provides support for market and credit risk analysis.
Participates in the production and presentation of oral and written analyses and concepts, including management recommendations, to senior management; assists in the preparation of management and committee reports.

Benefits

medical
dental
vision coverage
prescription drug coverage
health care flexible spending
dependent care flexible spending
Aflac supplemental policies (Accident, Cancer, Critical Illness and Hospital Indemnity offered at no costs to employee)
401(k) plans
annual bonuses
opportunity to purchase company stock
11 paid holidays
up to 20 days PTO
state-mandated sick leave
other leaves of absence