AVP, Quantitative Risk Analyst - AFLAC, INCORPORATED. : Job Details

AVP, Quantitative Risk Analyst

AFLAC, INCORPORATED.

Job Location : New York,NY, USA

Posted on : 2025-05-02T07:05:52Z

Job Description :

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 Yorks financial district at 100 Wall Street and is 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. GI is responsible for generating approximately $3.5 billion of annual investment income from Aflacs general accounts from a mix of public and private assets across multiple geographies and currencies.

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

POSITION SUMMARY

Working as a member of Aflac Global Investments (GI) and the Global Investments Risk Management (GIRM) team, participate in the delivery of second line risk management and associated analytics for investment and investment-related activities in Aflacs subsidiary, Aflac Asset Management LLC (AAMLLC). Collaborate on the development, implementation, and validation of the divisions investment risk and capital models. Support the enhancement of the investment risk framework to ensure robust identification, assessment, measurement, and monitoring of key risks.

KEY RELATIONSHIPS

Role Reports to: Vice President, Investment Risk

Primary Relationships: GIRM team members, Quantitative Analytic Solutions team, GI information technology, GI business leaders and staff, ERM, and business partners including accounting, tax, legal, actuarial, and treasury.

OVERALL RESPONSIBILITIES

  • Collaborate with GIRM team members to perform second line comprehensive risk analyses across investment risks to ensure compliance with the firms risk appetites, tolerances, and investment risk limits.
  • Work closely with the Quantitative Analytic Solutions team to validate and calibrate models to support implementation.
  • Provide documentation and validation of models and calibration techniques.
  • Collaborate with GIRMs technologists to ensure models are efficient and robust as deployed into production.
  • Provide support for Market and Credit risk analysis.
  • Participate in the production and presentation of oral and written analyses and concepts, including management recommendations, to senior management.

    • CANDIDATE QUALIFICATIONS

  • 6+ years of relevant work experience in financial services risk management (preferably life insurance), either in industry or as a consultant.
  • Masters Degree in Financial Engineering, Mathematical Finance, Mathematics, or a related major is desirable.
  • CFA, FRM, Actuarial credentials, or similar investment risk management credentials a plus.
  • Strong model development experience in programming languages such as C#, Python, and VBA is a must.
  • Experience modeling public and private fixed income asset classes, public and private equity, derivatives, and alternatives is desirable.
  • Knowledge of statistics and its application to the financial services industry.
  • Life insurance actuarial modeling and implementation experience is a plus, as is familiarity with life insurance company financial statements.
  • Strong analytical and critical thinking skills are a must.
  • Strong verbal and written communication skills.
  • Highly organized with the ability to work on multiple projects with different deadlines.
  • Team player.

    • The range on this position is: $80,000 to $175,000.

    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, and vision coverage, prescription drug coverage, health care flexible spending, dependent care flexible spending, Aflac supplemental policies, 401(k) plans, and generous paid time off. Youll 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: ManhattanNearest Secondary Market: New York City

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