Lead Insurance & ALM Modeler (Risk & Analytics)

Transamerica; Cedar Rapids (IA); Hybrid; USD 125,000 - 135,000; Full time

Benefits offered by this job

Competitive pay

Bonus for eligible employees

Pension plan

401k match

Medical insurance

Tuition reimbursement

Employee stock purchase plan

Job summary

Transamerica is seeking a senior modeling professional for its Treasury, Capital Management and Asset Liability Management group. You will build and analyze sophisticated models for insurance products, investments and portfolios to improve risk-adjusted returns and support risk management across ALM and financial reporting.

The role requires a strong background in actuarial/financial modeling, familiarity with MoSes/AXIS/ALFA, and programming skills in C++/C#/Python.

Qualifications

• Bachelor’s degree in a technical/quantitative discipline.
• Eight years of modeling experience (or six with Master’s). Familiarity with asset liability management practices.

Responsibilities

• Support modeling activities on insurance liabilities, fixed-income assets and derivatives.
• Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investments or liquidity risks.
• Collaborate with stakeholders from valuation, ALM, risk management and financial/risk reporting.

Skills

Modeling skills

Risk analysis

Statistical methods

Data analysis

Education

Bachelor’s degree in quantitative field

8 years modeling experience (or 6 with Master’s)

Tools

MoSes/AXIS/ALFA

C++/C#/Python

Job description

Transamerica is seeking a senior modeling professional for its Treasury, Capital Management and Asset Liability Management group. You will build and analyze sophisticated models for insurance products, investments and portfolios to improve risk-adjusted returns and support risk management across ALM and financial reporting.

The role requires a strong background in actuarial/financial modeling, familiarity with MoSes/AXIS/ALFA, and programming skills in C++/C#/Python.