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About the Role
We are seeking a Quantitative Risk Analyst to join our team. This role is crucial for advancing the company's risk analysis system, focusing on the technical development and maintenance of the investment risk system production environment. You will provide quantitative support and business insight to senior management for investment and risk management decisions.
Responsibilities
- Lead the technical development and/or maintenance of the investment risk system production environment (in Python/C#), including risk simulation tools, regulatory capital ratio methods, extreme tail event stress testing, and economic scenario generators.
- Lead efforts to automate the data flow, calculation, and production of regular investment risk reports for senior management and business partners.
- Provide quantitative support and business insight to senior management for investment and risk management decisions, analyzing financial impacts of market and credit risk exposures.
- Collaborate with front office teams for portfolio monitoring of various asset classes, including credit, derivatives, and alternative assets, and perform relevant risk analysis.
- Perform second line comprehensive risk analyses across investment risks to ensure compliance with the firm’s risk appetites, tolerances, and investment risk limits.
- Collaborate with the Quantitative Analytic Solutions team to validate and calibrate models for implementation.
- Provide documentation and validation of models and calibration techniques.
- Collaborate with GIRM's 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.
- Assist 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
- Verbal Communication
- Written Communication
- Organization
- Teamwork
Location
- New York, NY
Work Type
- Hybrid
Experience Level
- 5+ years
Education Level
- Bachelor's degree
- Master's degree preferred
- CFA certification preferred
- FRM certification 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 (Washington employees accrue 1-hour sick leave for every 40 hours worked)
- Other leaves of absence
About the Company
- Aflac is a Fortune 500 company and an industry leader in voluntary insurance products.
- We develop and empower our people, cultivate relationships, give back to our community, and celebrate every success.
- Aflac has been recognized as Fortune’s 50 Best Workplaces for Diversity and as one of World’s Most Ethical Companies by Ethisphere.com.
Equal Opportunity
- 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.