AVP, Quantitative Risk Analyst

About the role

We are seeking an experienced Quantitative Risk Analyst to join our team. This role is hybrid, requiring 60% in-office and 40% remote work.

Responsibilities

• Works with GIRM team members to advance the development of the company’s risk analysis system.
• 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.
• Collaborates with front office teams for different types of asset classes portfolio monitoring, including credit, derivatives, and alternative assets.
• Performs relevant risk analysis and ensures compliance with the firm’s risk appetites, tolerances, and investment risk limits.
• Validates and calibrates models to support implementation and 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.
• Supports 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.

Qualifications

• 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.

Skills

• 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.

Benefits

• Total Rewards: Salary range $140,000 to $185,000, 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 the opportunity to purchase company stock.
• Additional benefits include 11 paid holidays, up to 20 days PTO, and state-mandated sick leave (Washington employees accrue 1-hour sick leave for every 40 hours worked).

Pay

The salary range for this job is $140,000 to $185,000. 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. You will be expected to report to one of our Aflac offices located in New York, NY for at least 60% of the work week. You will work from your home (within the continental US) for the remaining portion of the work week. Details of this schedule will be discussed with your leadership.