AVP, ALM Quantitative Analyst

Aflac; New York (NY); Hybrid; USD 80,000 - 190,000; Full time

Job summary

Aflac is seeking an AVP, Asset Liability Management Quantitative Analyst in New York. The role involves developing ALM strategies, collaborating across teams, and ensuring regulatory compliance, while requiring substantial expertise in quantitative fields and risk management. This full-time position offers competitive compensation and benefits and operates in a hybrid work environment.

Benefits

Medical, dental, and vision coverage

401(k) plans

Generous paid time off

Flexible spending accounts

Qualifications

• 6+ years in financial services risk management required.
• Master’s or higher in relevant quantitative fields.
• Strong experience with model development in Python and C#.

Responsibilities

• Develop ALM strategies using quantitative analysis.
• Collaborate with teams on risk assessments and compliance.
• Navigate regulatory insurance landscapes.

Skills

Quantitative analysis

Statistical analytics

Risk methodology

Model development

Analytical skills

Communication

Education

Master’s Degree in quantitative fields

Tools

Python

C#

VBA

Job description

AVP, Asset Liability Management (ALM) Quantitative Analyst

Join to apply for the AVP, Asset Liability Management (ALM) Quantitative Analyst role at Aflac

AVP, Asset Liability Management (ALM) Quantitative Analyst

12 hours ago Be among the first 25 applicants

Join to apply for the AVP, Asset Liability Management (ALM) Quantitative Analyst role at Aflac

About Our Company

Aflac Asset Management, LLC, (d.b.a. Aflac Global Investments) is a wholly owned subsidiary of Aflac Incorporated (Aflac). Aflac Global Investments (GI) located in New York’s financial district and is the organization responsible for the overall investment activities of Aflac, Inc. and subsidiaries in Japan, Bermuda, and the U.S. With 150 employees globally, GI seeks investments to maximize long-term returns with a focus on preservation of capital, subject to our asset-liability profile and liquidity and capital requirements. GI has primary investment and asset management responsibility for Aflac’s general account consisting of public, private, and growth assets (including strategic partnerships) which generates approximately $3.5 billion a year in net investment income. As of year-end 2024, Aflac’s total general account portfolio was approximately $100 billion.

About Our Company

Aflac Asset Management, LLC, (d.b.a. Aflac Global Investments) is a wholly owned subsidiary of Aflac Incorporated (Aflac). Aflac Global Investments (GI) located in New York’s financial district and is the organization responsible for the overall investment activities of Aflac, Inc. and subsidiaries in Japan, Bermuda, and the U.S. With 150 employees globally, GI seeks investments to maximize long-term returns with a focus on preservation of capital, subject to our asset-liability profile and liquidity and capital requirements. GI has primary investment and asset management responsibility for Aflac’s general account consisting of public, private, and growth assets (including strategic partnerships) which generates approximately $3.5 billion a year in net investment income. As of year-end 2024, Aflac’s total general account portfolio was approximately $100 billion.

The investment teams support GI’s overall goals and objectives by providing market insight and in-depth knowledge of assigned asset classes. GI oversees the strategic deployment of capital for life and supplemental health insurance company balance sheets utilizing both internal teams and external third party asset managers.

Position Summary

Working as a member of Aflac Global Investments (GI) and the Global Investments Risk Management (GIRM) team, participate in Asset Liability Management (ALM) strategy development and associated analytics for investment and investment related activities in Aflac’s subsidiary, Aflac Asset Management LLC (AAMLLC). Collaborate with investment, actuaries and risk functional teams to ensure alignment of investment strategy with liability structures. In addition to investments, this person will also support Aflac’s global reinsurance strategy.

KEY RELATIONSHIPS

Reports to: Vice President, Asset Liability Management (ALM) Manager – Aflac Global Investments Risk Management

Primary

Relationships: GIRM team members, Quantitative Analytic Solutions team, GI information technology, GI business leaders and staff, Enterprise Risk Management and ALM team, business partners including accounting, tax, legal, actuarial, treasury

Overall Responsibilities

• Participate in navigating complex regulatory insurance landscape and help develop internal controls around Asset Liability Management (ALM) for Aflac Asset Management, LLC and any of Aflac’s subsidiaries including Aflac Asset Management of Japan and Aflac Bermuda Reinsurance.
• Provide advice and support for risk analysis and reporting, hedging strategies, regulatory compliance for Aflac, assisting with areas such cash management and liquidity, while optimizing capital allocation strategy(ies).
• Solve for key market challenges by applying both qualitative and quantitative solutions including advanced statistical analytics, risk methodology transitions, model enhancements and stress testing; consider macroeconomic and regulatory environments for financial institution.
• Support the development of ALM strategy based on quantitative and qualitative analysis to meet business needs.
• Work and develop asset and liability modeling and analytics
• Support economic and regulatory capital modeling and analytics
• Participate in presentation of oral and written analyses and concepts, including management recommendations, to senior management
• Collaborate with Quantitative Analytic Solutions team to support ALM strategy
• Collaborate with Global Risk, Japan Investment Risk Management (JIRM), Capital Modeling and Actuarial teams to support enterprise ALM initiatives
  
  

Candidate Qualifications

• 6+ years of relevant work experience in financial services risk management (preferably life insurance), either in industry, or as a consultant
• Master’s Degree in quantitative fields such as Financial Engineering, Mathematical Finance, Mathematics, Actuarial Science or a related major is desirable
• CFA, FRM, Actuarial credentials (ASA or FSA) or similar investment risk management credentials a plus
• Strong model development experience in programming languages such as Python, C# and VBA is a must
• Experience modeling public and private fixed income asset classes, public and private equity, derivatives and alternatives is desirable
• Knowledge of asset liability management (ALM), capital management, liquidity management, forecasting and regression testing to support new ALM methodologies
• Knowledge of statistics and its application to the financial services industry
• Life insurance actuarial modeling and implementation experience is a plus, as is familiarity with life insurance company financial statements
• 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
  
  

Please note: Aflac Global Investments' hybrid working environment requires a minimum of 3 days in the office each week

The range on this positions is: $80,000 to $190,000

This compensation range is specific to the job level and takes into account the wide range of factors that are considered in making compensation decisions including, but not limited to: education, experience, licensure, certifications, geographic location, and internal equity. The range has been created in good faith based on information known to Aflac at the time of the posting. Compensation decisions are dependent on the circumstances of each case. This salary range does not include any potential incentive pay or benefits, however, such information will be provided separately when appropriate.

In addition to the base salary, we offer an array of benefits to meet your needs including medical, dental, and vision coverage, prescription drug coverage, health care flexible spending, dependent care flexible spending, Aflac supplemental policies, 401(k) plans, and generous paid time off. You’ll also be granted time off for designated paid holidays and 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, adoption and parental leave, in all states and localities.

We will consider for employment all qualified applicants, including those with a criminal history, in a manner consistent with the requirements of all applicable federal, state, and local laws, including the Los Angeles Fair Chance Initiative for Hiring Ordinance, the San Francisco Fair Chance Ordinance, and the New York City Fair Chance Act. Applicants with criminal histories are encouraged to apply.

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance and Sales

• Industries

  Insurance

Referrals increase your chances of interviewing at Aflac by 2x

Get notified about new Vice President Asset Management jobs in New York, NY.

New York City Metropolitan Area $250,000.00-$325,000.00 1 week ago

Investment Banking Asset Management Senior Associate/Vice President - New York

New York, NY $225,000.00-$275,000.00 1 week ago

Cash Management & Funding Vice President

New York, NY $145,000.00-$175,000.00 1 week ago

New York, NY $180,000.00-$225,000.00 1 week ago

New York, NY $116,000.00-$171,500.00 2 days ago

Vice President of Real Estate, Facilities, & Infrastructure

Vice President, Brooklyn & Queens, Commercial & Industrial

New York, NY $116,000.00-$171,500.00 4 days ago

Assistant Vice President / Vice President of Strategy (Alternative Investments)

AVP, Real Estate & Hospitality Industry Practice Leader

New York, NY $111,600.00-$189,800.00 2 weeks ago

New York City Metropolitan Area $174,800.00-$236,040.00 1 week ago

New York, NY $116,000.00-$171,500.00 1 day ago

Investor Relations - Senior Vice President - New York

Assistant Director - Engineering, Asset Management | Client Experience Portfolio

New York City Metropolitan Area $160,000.00-$210,000.00 1 day ago

Capital and Liquidity Policy- New York – Vice President (Securitization & Banking Book Equity)

VP, Consumer Credit Acquisitions Strategy - OnePay

New York City Metropolitan Area $135,000.00-$230,000.00 4 days ago

VP, Consumer Credit Acquisitions Strategy - OnePay

New York City Metropolitan Area $135,000.00-$230,000.00 6 days ago

AVP, Supply Chain Finance Supplier Acquisition

New York, NY $130,000.00-$160,000.00 13 hours ago

New York City Metropolitan Area 4 days ago

New York City Metropolitan Area 2 weeks ago

New York, NY $125,000.00-$175,000.00 1 hour ago

New York, NY $200,000.00-$225,000.00 1 month ago

New York, NY $150,000.00-$185,000.00 1 week ago

New York, NY $165,000.00-$175,000.00 1 week ago

New York City Metropolitan Area 4 weeks ago

New York City Metropolitan Area 1 week ago

New York, NY $200,000.00-$275,000.00 1 hour ago

New York, NY $150,000.00-$190,000.00 1 week ago

New York, NY $130,000.00-$135,000.00 2 days ago

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.