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Aflac Asset Management, LLC.
New York, NY
Aflac Global Investments
Sr. Quantitative & Technology RiskAnalyst
Working as a key member of Aflac Global Investments (GI) and the Global Investments Risk Management (GIRM) team, collaborate on the design, development, implementation and maintenance of GIRMs quantitative risk analytics technology platform pertaining to the assessment, management and reporting of the companys investment strategies.Along with GIRM team, support the delivery of second line risk management and analytics for investments and investment related activities in Aflacs subsidiary, Aflac Asset Management LLC (AAMLLC).Collaborate on the development, implementation and validation of the divisions investment risk, capital, asset and liability management (ALM) models.
Collaborate on the advancement and development of GIRMs investment risk identification, assessment, monitoring and reporting platform
Collaborate on the technical development and maintenance of the investment risk system production and data environment, including providing support for the development and calibration of quantitative and financial risk models
Collaborate on the advancement of investment risk reports for senior management and business partners
Convert business and financial logic into source code and manage user acceptance tests (UAT) as refinements and changes are required
Provide subject matter expertise on model programming and coding related issues, including assuming direct or co-lead responsibility for model documentation and user validation
Provide support in delivering second line advanced risk analyses on investment risks to ensure compliance with the firms risk appetites, tolerances and investment risk limits
Produce and present oral and written analyses and concepts, including management recommendations, to senior management
Stay abreast of developing techniques and regulationsto ensure risk modeling is current and robust and provide thought leadership on quantitative risk analysis and modeling methods
12+ years of relevant work experience in financial services technology and risk management (preferably life insurance), either in industry, or as a consultant
FSA (quantitative investment stream), CFA, FRM, Master of Computer Science, Financial Engineering / Mathematics, or similar investment risk management credentials desirable
Advanced technology platforming, model design and development experience in C#, Python, and VBA is a must
Advanced understanding of public and private fixed income asset classes, public and private equity, alternatives and derivatives with demonstrated experience building technology architecture to support comprehensive risk market, credit and other quantitative risk analyses and stress testing
Knowledge of statistics and its application to the financial services industry
Life insurance actuarial modeling and implementation experience is preferred, as is familiarity with life insurance company financial statements
Superior analytical and critical thinking skills with demonstrated experience distilling technical work into business presentations
Excellent communication and influencing skills, including presenting to executive management
Highly organized with the ability to work on multiple projects with different deadlines
Extensive experience with leading modeling projects in a highly matrixed organization
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