Assistant Vice President, Quantitative Risk Management Specialist

2 weeks ago

New York, New York, United States Aflac Full time
About Aflac Global Investments

Aflac Asset Management, LLC, operating as Aflac Global Investments (GI), is a fully owned subsidiary of Aflac, Incorporated. GI is situated in a prominent financial district and is tasked with overseeing the investment strategies for Aflac and its affiliates across various regions.

With a dedicated team of approximately 150 professionals worldwide, GI focuses on optimizing long-term returns while ensuring capital preservation, aligning with the investment objectives of our affiliated insurance company regarding income, asset-liability management, liquidity, and capital.

GI is responsible for generating significant annual investment income from a diverse portfolio that includes both public and private assets, leveraging strategic partnerships across multiple currencies and geographies.

As of the latest reporting period, Aflac's general account portfolio stands at a substantial value, reflecting our commitment to sound investment practices.


Position Overview

As a member of the Global Investments Risk Management (GIRM) team, you will engage in the provision of second-line risk management and analytical support for investment-related activities within Aflac's subsidiary.

Your role will involve collaborating on the creation, execution, and validation of investment risk and capital models, as well as enhancing the investment risk framework to ensure thorough identification, assessment, measurement, and monitoring of key risks.


Key Relationships

Reports to: Vice President, Investment Risk

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


Core Responsibilities
  • Work alongside GIRM team members to conduct comprehensive risk analyses across investment domains, ensuring adherence to the firm's risk appetites and limits.
  • Collaborate with the Quantitative Analytic Solutions team to validate and calibrate models for effective implementation.
  • Document and validate models and calibration techniques.
  • Partner with GIRM's technology experts to ensure models are efficient and robust for production deployment.
  • Support Market and Credit risk analysis.
  • Participate in the preparation and presentation of analyses and recommendations to senior management.

Candidate Qualifications

We seek candidates with:

  • A minimum of 5 years of relevant experience in financial services risk management, preferably within the life insurance sector.
  • A Master's Degree in Financial Engineering, Mathematical Finance, Mathematics, or a related field.
  • Professional credentials such as CFA, FRM, or similar investment risk management qualifications.
  • Strong programming skills in languages such as C#, Python, and VBA.
  • Experience in modeling various asset classes, including public and private fixed income, equity, derivatives, and alternatives.
  • Knowledge of statistical applications within the financial services industry.
  • Strong analytical, critical thinking, and communication skills.
  • The ability to manage multiple projects effectively.
  • A collaborative mindset and team-oriented approach.

Compensation and Benefits

The compensation range for this position is competitive and reflects various factors including education, experience, and geographic location. In addition to base salary, Aflac offers a comprehensive benefits package including medical, dental, and vision coverage, along with generous paid time off.

Aflac is committed to providing a supportive work environment and complies with all applicable leave laws.

We welcome all qualified applicants, including those with a criminal history, in accordance with applicable laws.

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