Associate Vice President, Quantitative Risk Analyst Greater New York City, NY Area

The Company is seeking an Associate Vice President, Quantitative Risk Analyst to advance its investment risk analysis capabilities. Responsibilities include leading the technical development and maintenance of risk systems, automating data flows and recurring reports, and providing quantitative analysis to inform investment and risk management decisions. The role will assess market and credit exposures across asset classes, conduct comprehensive risk reviews, and help ensure alignment with risk appetites and limits. It will also involve validating and documenting models, supporting their reliable production deployment, and presenting analyses and recommendations to senior leadership. Candidates should have a bachelor’s degree in financial engineering, mathematical finance, mathematics, or a related field, along with at least five years of relevant financial services risk management experience. Strong model development skills in Python, C#, and VBA are required, as are knowledge of statistics, analytical and critical-thinking ability, clear communication, and strong organization. A master’s degree and credentials such as CFA, FRM, or actuarial qualifications are preferred. Experience with fixed income, equity, derivatives, alternative assets, or life insurance actuarial modeling is also an advantage.

Hiring Company

Aflac