AVP, Quantitative Risk Analyst

Posting End Date: July 10, 2026 Salary Range: $140,000 to $185,000 Responsibilities Works with GIRM team members to advance the development of the company’s risk analysis system; leads the technical development and/or maintenance of the investment risk system production environment (in Python/C#), including risk simulation tools, 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, and other areas. Works closely with front office teams for different types of asset class 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 investment risk limits. Works closely with the Quantitative Analytic Solutions team to validate and calibrate models to support implementation. Provides documentation and validation of models and calibration techniques. Collaborates with GIRM’s technologists to ensure models are efficient and robust as deployed into production. Provides support for market and credit risk analysis. Participates in the production and presentation of oral and written analyses and concepts, including management recommendations, to senior management; assists in the preparation of management and committee reports. Knowledge of statistics and its application to the financial services industry. Familiarity with life insurance company financial statements. 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. 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), either in industry or as a consultant. Strong model development experience in programming languages such as C#, Python, and VBA. Master's degree in Financial Engineering, Mathematical Finance, Mathematics, or a related major (preferred). 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 (preferred). Life insurance actuarial modeling and implementation experience (preferred). #J-18808-Ljbffr AFLAC, INCORPORATED.