AVP, Quantitative Risk Analyst

CFA Institute; New York (NY); On-site; USD 140,000 - 185,000; Full time

Benefits offered by this job

Medical, dental, and vision coverage

401(k) plan

Up to 20 days PTO

Annual bonus

Opportunity to purchase company stock

Job summary

Aflac in New York is seeking an AVP Quantitative Risk Analyst. The role involves leading technical development of investment risk systems, analyzing investment risks, and providing insights for management. Candidates should have strong experience in financial services risk management, model development in C#, Python, and VBA, and a Bachelor's degree in a relevant field.

This position offers a hybrid work designation with competitive salary ranging from $140,000 to $185,000, medical coverage, and various benefits including PTO and a 401(k) plan.

Qualifications

• 5+ years of relevant work experience in financial services risk management.
• Strong model development experience in C#, Python, and VBA.
• Certification in CFA, FRM, actuarial credentials or similar.

Responsibilities

• Lead technical development of the investment risk system production environment.
• Automate data flow and production of regular investment risk reports.
• Support quantitative analysis for investment and risk management decisions.

Skills

Knowledge of statistics and its application to the financial services industry

Strong analytical and critical thinking skills

Strong verbal and written communication skills

Highly organized with ability to work on multiple projects

Team player

Education

Bachelor's degree in Financial Engineering, Mathematical Finance, Mathematics or a related major

Master's degree in Financial Engineering, Mathematical Finance, Mathematics or a related major (preferred)

Tools

C#

Python

VBA

Job description

Opportunity

Title: AVP Quantitative Risk Analyst

Salary Range: $140,000 to $185,000

Job Posting End Date: July 10, 2026

Worker Designation: Hybrid – 60% in office (New York, NY) and 40% remote within the continental US.

What does it take to be successful at Aflac?

• Acting with Integrity
• Communicating Effectively
• Pursuing Self-Development
• Serving Customers
• Supporting Change
• Supporting Organizational Goals
• Working with Diverse Populations

What does it take to be successful in this role?

• 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 ability to work on multiple projects with different deadlines.
• Team player.

Education & Experience Required

• 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 C#, Python, and VBA.
• Or an equivalent combination of education and experience.

Education & Experience Preferred

• Master's degree in Financial Engineering, Mathematical Finance, Mathematics or a related major.
• Certification in CFA, FRM, actuarial credentials or similar investment risk management credentials.
• Experience modeling public and private fixed income asset classes, public and private equity, derivatives, and alternatives.
• Life insurance actuarial modeling and implementation experience.

Principal Duties & Responsibilities

• Lead technical development and maintenance of the investment risk system production environment (Python/C#), including risk simulation tools, regulatory capital ratio methods, extreme tail event stress testing, and economic scenario generator.
• Automate data flow, calculation, and production of regular investment risk reports for senior management and business partners.
• Provide quantitative support and business insight to senior management for investment and risk management decisions.
• Work closely with front‑office teams to monitor portfolios of credit, derivatives, and alternative assets and conduct relevant risk analysis.
• Perform second‑line comprehensive risk analyses across investment risks to ensure compliance with the firm's risk appetites, tolerances, and limits.
• Collaborate with GIRM’s technologists to validate and calibrate models and ensure they are efficient and robust in production.
• Provide documentation and validation of models and calibration techniques.
• Support market and credit risk analysis.
• Participate in the production and presentation of oral and written analyses, including management recommendations and committee reports.

Total Rewards

Salary range: $140,000 to $185,000. The range is based on factors such as education, experience, licensure, certifications, location, and peer compensation.

In addition to base salary, benefits include:

• Medical, dental, and vision coverage
• Prescription drug coverage
• Health and dependent‑care flexible spending accounts
• Aflac supplemental policies (Accident, Cancer, Critical Illness, Hospital Indemnity) at no cost to employee
• 401(k) planAnnual bonus
• Opportunity to purchase company stock
• 11 paid holidays
• Up to 20 days PTO
• State‑mandated sick leave (as applicable)
• Other leaves of absence as needed to support well‑being.

We comply with all applicable leave laws, including sick, safe, adoption, and parental leave.