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About the Role

This role involves advancing the development of the company's risk analysis system, leading the technical development and maintenance of the investment risk system production environment, and providing quantitative support and business insight to senior management for investment and risk management decisions.

Responsibilities

• Leads the technical development and/or maintenance of the investment risk system production environment (in Python/C#), including 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.

Requirements

• Knowledge of statistics and its application to the financial services industry.
• Familiarity with life insurance company financial statements preferred.
• 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.

Skills

• C#
• Python
• VBA
• Statistics
• Financial Services Risk Management
• Model Development
• Analytical Skills
• Critical Thinking
• Communication Skills
• Organization
• Teamwork

Location

• New York, NY

Work Type

• Hybrid

Experience Level

• 5+ years

Education Level

• Bachelor's degree
• Master's degree preferred
• CFA preferred
• FRM preferred
• Actuarial credentials preferred

Salary/Compensations

• $140,000 to $185,000

Benefits

• Medical coverage
• Dental coverage
• 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

About the Company

• Aflac is a Fortune 500 company and an industry leader in voluntary insurance products.
• Aflac is one of America's best-known brands.
• Aflac has been recognized as Fortune’s 50 Best Workplaces for Diversity.
• Aflac has been recognized as one of World’s Most Ethical Companies by Ethisphere.com.

Equal Opportunity

• 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.
• Our business is about being there for people in need.
• Aflac complies with all applicable leave laws, including, but not limited to, sick and safe leave, and adoption and parental leave, in all states and localities.