Sr. Quantitative & Technology Risk Analyst

Aflac Life Insurance Japan in New York, NY

  • Industry: Financial Services - Banking/Investment/Finance - Financial Analyst/Examiner
  • Type: Full Time
  • $119,220.00 - 127,920.00
position filled

Description

We are the Duck. We inspire and are inspired, listen and respond, empower our people, give back to our community and, most importantly, celebrate every success along the way. We do it all The Aflac Way.

Aflac, a Fortune 200 company, is an industry leader in voluntary insurance products that pay cash directly to policyholders and one of America's best-known brands. Aflac has been recognized by Fortune magazine as one of the 100 Best Companies to Work For in America for 20 consecutive years, one of the Best Workplaces for Millennials in 2015 (the inaugural year of the award) and one of America's Most Admired Companies for 20 years.

Our business is about being there for people in need. So, ask yourself: Are you the Duck? If so, theres a home and a flourishing career for you at Aflac.

The Company

Aflac Asset Management, LLC.

The Location

New York, NY

The Division

Aflac Global Investments

The Opportunity

Sr. Quantitative & Technology RiskAnalyst

Job Summary

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.

OVERALL RESPONSIBILITIES

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

  • Qualifications

  • 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

  • Team player


  • Associated topics: analyse, analysis, business analyst, business finance, business intelligence, business systems analyst, inspect, legal, refine, refinement

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