AVP, Quantitative Risk Analyst
$140,000–$185,000 year
Hybrid · New York City, New York, United States
Job Summary
AVP Quantitative Risk Analyst responsible for leading development and maintenance of the company’s investment risk system (Python/C#), automating data flow and production of risk reports for senior management, and providing quantitative support for investment and risk decisions. Requires strong statistical and analytical skills, experience in financial services risk management, proficiency in Python, C#, and VBA, and ability to collaborate with front office and risk teams. Hybrid role reporting to an Aflac office in New York, NY for at least 60% of the work week with remaining time from home within the continental US. Preferred: Master’s degree in related field and CFA/FRM or actuarial credentials; experience with fixed income, derivatives, and alternative assets; actuarial modeling and implementation experience.
Required Qualifications
- 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)
- Strong model development experience in programming languages such as C#, Python, and VBA
- Or an equivalent combination of education and experience
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