AVP, Asset Liability Management (ALM) Quantitative Analyst

AVP, Asset Liability Management (ALM) Quantitative Analyst

The Company : Aflac Asset Mgt. LLC

The Location : New York City, NY, US, 10005

The Division : Global Investment

Position Summary

Working as a member of Aflac Global Investments (GI) and the Global Investments Risk Management (GIRM) team, participate in Asset Liability Management (ALM) strategy development and associated analytics for investment and investment related activities in Aflac's subsidiary, Aflac Asset Management LLC (AAMLLC). Collaborate with investment, actuaries and risk functional teams to ensure alignment of investment strategy with liability structures. In addition to investments, this person will also support Aflac's global reinsurance strategy.

Key Relationships

Reports to : Vice President, Asset Liability Management (ALM) Manager Aflac Global Investments Risk Management

Primary Relationships : GIRM team members, Quantitative Analytic Solutions team, GI information technology, GI business leaders and staff, Enterprise Risk Management and ALM team, business partners including accounting, tax, legal, actuarial, treasury

Overall Responsibilities

• Participate in navigating complex regulatory insurance landscape and help develop internal controls around Asset Liability Management (ALM) for Aflac Asset Management, LLC and any of Aflac's subsidiaries including Aflac Asset Management of Japan and Aflac Bermuda Reinsurance.
• Provide advice and support for risk analysis and reporting, hedging strategies, regulatory compliance for Aflac, assisting with areas such cash management and liquidity, while optimizing capital allocation strategy(ies).
• Solve for key market challenges by applying both qualitative and quantitative solutions including advanced statistical analytics, risk methodology transitions, model enhancements and stress testing; consider macroeconomic and regulatory environments for financial institution.
• Support the development of ALM strategy based on quantitative and qualitative analysis to meet business needs.
• Work and develop asset and liability modeling and analytics
• Support economic and regulatory capital modeling and analytics
• Participate in presentation of oral and written analyses and concepts, including management recommendations, to senior management
• Collaborate with Quantitative Analytic Solutions team to support ALM strategy
• Collaborate with Global Risk, Japan Investment Risk Management (JIRM), Capital Modeling and Actuarial teams to support enterprise ALM initiatives

Candidate Qualifications

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

The range on this position is : $100,000 to $210,000

This compensation range is specific to the job level and takes into account the wide range of factors that are considered in making compensation decisions including, but not limited to : education, experience, licensure, certifications, geographic location, and internal equity. The range has been created in good faith based on information known to Aflac at the time of the posting. Compensation decisions are dependent on the circumstances of each case. This salary range does not include any potential incentive pay or benefits, however, such information will be provided separately when appropriate.

In addition to the base salary, we offer an array of benefits to meet your needs including medical, dental, and vision coverage, prescription drug coverage, health care flexible spending, dependent care flexible spending, Aflac supplemental policies, 401(k) plans, and generous paid time off. You'll also be granted time off for designated paid holidays and other leaves of absence, if eligible, when needed to support your physical, financial, and emotional well-being. Aflac complies with all applicable leave laws, including, but not limited to sick, adoption and parental leave, in all states and localities.

We will consider for employment all qualified applicants, including those with a criminal history, in a manner consistent with the requirements of all applicable federal, state, and local laws, including the Los Angeles Fair Chance Initiative for Hiring Ordinance, the San Francisco Fair Chance Ordinance, and the New York City Fair Chance Act. Applicants with criminal histories are encouraged to apply.