Senior Quantitative Risk Analyst

1 week ago


New York, New York, United States Aflac Full time

Position Overview

The role of the Assistant Vice President, Quantitative Risk Analyst involves working within the Aflac Global Investments (GI) framework and the Global Investments Risk Management (GIRM) team. This position is integral to the provision of second line risk oversight and analytics pertaining to investment activities within Aflac's subsidiary.

Company Background

Aflac Asset Management, LLC, operating as Aflac Global Investments, is a key subsidiary of Aflac, Incorporated. Headquartered in a prominent financial district, the organization is tasked with managing investment strategies aimed at maximizing long-term returns while preserving capital. With a global workforce, Aflac Global Investments oversees substantial annual investment income derived from a diverse portfolio.

Key Responsibilities

  • Collaborate with GIRM team members to conduct comprehensive risk analyses across various investment risks, ensuring adherence to the firm's risk appetites and limits.
  • Engage with the Quantitative Analytic Solutions team to validate and calibrate financial models.
  • Document and validate models and calibration methodologies.
  • Work alongside technologists to enhance the efficiency and robustness of deployed models.
  • Support analyses related to Market and Credit risk.
  • Contribute to the preparation and presentation of analyses and recommendations to senior management.

Candidate Qualifications

  • 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, or a related field is preferred.
  • Professional certifications such as CFA, FRM, or actuarial credentials are advantageous.
  • Proficiency in programming languages such as C#, Python, and VBA is essential.
  • Experience in modeling various asset classes, including fixed income and equity, is desirable.
  • Strong analytical skills and a solid understanding of statistics as applied to the financial sector.
  • Excellent verbal and written communication skills.
  • Ability to manage multiple projects effectively.
  • A collaborative team player.

Compensation and Benefits

The compensation range for this position is competitive and reflective of the candidate's experience and qualifications. In addition to the base salary, Aflac offers a comprehensive benefits package, including medical, dental, and vision coverage, as well as a 401(k) plan and generous paid time off.

Aflac is committed to fostering a diverse and inclusive workplace and considers all qualified applicants for employment.



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