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Aflac Global Investments
New York, NY
Part of the Aflac Global Investment Risk Management (GIRM) team based in New York City you will be a part of a growing team of investment risk management professionals, with a particular focus on quantitative risk analytics and model development, in a large global life insurance company
Assist with the design and play a major role in the implementation of quantitative analytics pertaining to the assessment and management of the company's investment strategies and risks, including but not limited to valuation of complex asset structures, multivariate stochastic scenario generation, complex financial projections, extreme tail event stress testing, regulatory capital modeling, etc.
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, asset/liability risk and / or operational risk
Advance the development of the company's next-generation investment platform and enterprise-wide risk system by assisting the conversion from their respective prototype models into production ready platforms in C++ or equivalent programming languages, as well as liaise with IT partners to achieve maximum efficiency in the data piping and storage
Partner with IT partners to set up a multi-server / grid-based computational system for Aflac Global Investment Risk Management
Assist with the management of code repository and source codes for all analytics performed by Aflac Global Investment Risk Management
Provide subject matter expert advices on all asset model programming and coding related issues within Aflac Global Investment Risk Management
Interact collegially and professionally with other members of the investment risk management team, as well as other departments such as accounting, actuarial, IT, etc.