AVP, Quantitative Risk Analyst (Investments)

About Our Company

Aflac Asset Management, LLC, (d.b.a. Aflac Global Investments or GI) is a wholly owned subsidiary of Aflac, Incorporated (Aflac).  GI is headquartered in New York’s financial district at 100 Wall Street and is the organization responsible for the overall investment activities of Aflac and its subsidiaries in Japan, the U.S., and Bermuda.  With ~150 employees globally, GI manages an investment strategy focused on maximizing long-term returns with a focus on preservation of capital, subject to our affiliated insurance company’s objectives for income, asset-liability management, liquidity, and capital.  GI  is responsible for generating approximately $3.5 billion of annual investment income from Aflac’s general accounts from a mix of public and private assets (including strategic partnerships) across multiple geographies and currencies.  As of year-end 2023, Aflac’s total general account portfolio was $100 billion.

 

The investment teams support GI’s overall goals and objectives by implementing, managing, and overseeing multiple portfolios encompassing different strategies across various fixed income and growth asset classes utilizing both internal teams of analysts, portfolio managers, and traders and external third party asset managers.  GI utilizes a rigorous approach to deploying and managing assets driven by a disciplined strategic asset allocation which establishes portfolio parameters based on long term expectations for performance. 

 

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

 

POSITION SUMMARY

Working as a member of Aflac Global Investments (GI) and the Global Investments Risk Management (GIRM) team, participate in the delivery of second line risk management and associated analytics for investment and investment related activities in Aflac’s subsidiary, Aflac Asset Management LLC (AAMLLC).  Collaborate on the development, implementation and validation of the division’s investment risk and capital models.  Support the enhancement of the investment risk framework to ensure robust identification, assessment, measurement and monitoring of key risks.

 

KEY RELATIONSHIPS

Role Reports to: Vice President, Investment Risk 

Reports to:                  Primary Relationships: GIRM team members, Quantitative Analytic Solutions team, GI information technology, GI business leaders and staff, ERM, business partners including accounting, tax, legal, actuarial, treasury     

 

OVERALL RESPONSIBILITIES

• Work with existing GIRM members to advance the development of the company’s risk analysis system; in particular, lead 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).
• Lead efforts to automate the 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 different investment and risk management decisions, through analyses of financial impacts due to exposures in market risk, credit risk etc.
• Work closely with front office teams for different types of asset classes portfolio monitoring, including credit, derivatives and alternative assets and preform relevant risk analysis.
• Collaborate with team to perform second line comprehensive risk analyses across investment risks to ensure compliance with the firm’s risk appetites, tolerances and investment risk limits
• Work closely with Quantitative Analytic Solutions team to validate and calibrate models to support implementation <