AVP, Quantitative Risk Analyst

Location: New York

Opportunity: AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000

Job Posting End Date:
October 13, 2026

We’ve Got You Under Our Wing We are the duck. We develop and empower our people, cultivate relationships, give back to our community, and celebrate every success along the way. We do it all…The Aflac Way.

Aflac, a Fortune 500 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 as Fortune’s 50 Best Workplaces for Diversity and as one of World’s Most Ethical Companies by  business is about being there for people in need. So, ask yourself, are you the duck?

If so, there’s a home, and a flourishing career for you ker Designation – This role is hybrid. This means you will be expected to report to one of our Aflac offices located in New York, NY for at least 60% of the work week. You will work from your home (within the continental US) for the remaining portion of the work week.

Details of this schedule will be discussed with your leadership. 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 the 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 major5+ 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 programming languages such as C#, Python, and VBA required.

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 preferred

Experience modeling public and private fixed income asset classes, public and private equity, derivatives and alternatives is preferred.

Life insurance actuarial modeling and implementation experience is preferred.

Principal

Duties & Responsibilities
• Works with GIRM team members to advance the development of the company’s risk analysis system; in particular, leads the technical development and/or maintenance of the investment risk system production environment (in Python/C#), including but not limited to risk simulation tool, regulatory capital ratio methods, extreme tail event stress testing and economic scenario generator (ESG).
• Leads efforts to automate the data flow, calculation and production of regular investment risk reports for senior management and business partners.
• Provides quantitative support and business insight to senior management for different investment and risk management decisions, through analyses of financial impacts due to exposures in market risk, credit risk etc.
• Works closely with front office teams for different types of asset classes portfolio monitoring, including credit, derivatives and alternative assets and performs relevant risk analysis.
• 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…