Assoc Quantitative Risk Analyst

About the role

We are seeking an Associate Quantitative Risk Analyst to join our team. This role is hybrid, requiring at least 60% in-person time at an Aflac office in New York, NY, with the remainder of the workweek from home within the continental US.

Responsibilities

• 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 for implementation in division’s investment risk, capital, asset and liability management (ALM) framework.
• Provides quantitative support and business insight to GI business leaders and staff for different investment and risk management decisions, through analyses of financial impacts due to exposures in market risk, credit risk, asset/liability risk and/or operational risk.
• Provides documentation and validation of models and calibration techniques.
• Assists with the management of code repository and source codes for all analytics performed by GIRM.
• Collaborates with GIRM’s technologists to ensure models are efficient and robust as deployed into production.
• Participates in the production and presentation of oral and written analyses and concepts, including management recommendations.
• Performs other duties as assigned.

Requirements

• Comprehensive understanding of applications of financial mathematics, statistical methods, quantitative return and risk analytics to investment-oriented business problems.
• Strong model development experience in programming languages such as C#, Python, and VBA is a must.
• Strong analytical and critical thinking skills is a must.
• Strong verbal and written communication skills.
• Highly organized with the ability to work on multiple projects with different deadlines.
• Team player.

Qualifications

• Bachelor's degree in Quantitative Finance, Financial Mathematics, Financial Engineering, Actuarial Science, Physics or Computer Science or other related field.
• 1+ years of relevant work experience in financial services quantitative risk management; will consider recent graduates if able to present similar skills from an internships or similar work experience (preferably life insurance), either in industry, or as a consultant.
• Strong theoretical understanding in valuation, stress testing and quantitative analytics for asset structures – vanilla and exotic; examples include complex embedded options in bonds, structured mortgage and credit assets, exotic derivatives, etc.

Skills

• Strong understanding of financial mathematics and statistical methods.
• Experience with C#, Python, and VBA.
• Excellent analytical and critical thinking skills.
• Strong verbal and written communication skills.
• Ability to manage multiple projects and deadlines.

Benefits

• Total Rewards: Salary range $110,000 - $150,000, with additional benefits including medical, dental, vision, prescription drug, health care flexible spending, dependent care flexible spending, Aflac supplemental policies, 401(k) plans, annual bonuses, and opportunities to purchase company stock.
• Paid holidays, vacation, sick leave, and other leaves of absence.

Pay

The salary range for this job is $110,000 to $150,000. This range is specific to the job and salary offers consider a wide range of factors that are considered in making compensation decisions, including, but not limited to: education, experience, licensure, certifications, geographic location, and peer compensation.

Schedule

This role is hybrid, requiring at least 60% in-person time at an Aflac office in New York, NY, with the remainder of the workweek from home within the continental US.