Assoc Quantitative Risk Analyst Job Details | Aflac, Incorporated

Aflac is a Fortune 500 company and an industry leader in voluntary insurance products. They are seeking an Associate Quantitative Risk Analyst who will collaborate with the GIRM team to perform comprehensive risk analyses and provide quantitative support for investment and risk management decisions.

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

Skills

• Comprehensive understanding of applications of financial mathematics, statistical methods, quantitative return and risk analytics to investment-oriented business problems
• Ideally some experience, but at a minimum of strong theoretical understanding in valuation, stress testing and quantitative analytics for asset structures
• 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
• Bachelor's degree 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
• Ideally some experience, but at minimum 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
• Masters degree Quantitative Finance, Financial Mathematics, Financial Engineering, Actuarial Science, Physics or Computer Science or other related field is preferred
• Other investment industry certifications CFA, FRM, Actuarial credentials or similar investment risk management credentials a plus is preferred

Benefits

• Medical, dental, and 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
• An opportunity to purchase company stock
• 11 paid holidays
• Up to 20 days PTO to be used for any reason
• If eligible, state-mandated sick leave (Washington employees accrue 1-hour sick leave for every 40 hours worked)
• Other leaves of absence, if eligible, when needed to support your physical, financial, and emotional well-being
• 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

Company Overview

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