Senior ALM & Investment Risk Analytics Lead

Transamerica Corporation; Baltimore (MD); Hybrid; USD 97,000 - 110,000; Full time

Benefits offered by this job

Bonus for Eligible Employees

Pension Plan 401k Match

Employee Stock Purchase Plan

Tuition Reimbursement

Medical Insurance

Job summary

Transamerica is seeking a Senior Analytical Reporting Analyst – ALM & Investment Risk to deliver ALM analytics, develop investment dashboards, and support enterprise-wide investment risk monitoring. A key focus is Power BI dashboards for the General Account, delivering insights into portfolio performance and risk exposures.

Applicants must be legally authorized to work in the U.S. This role offers hybrid work with locations in Baltimore, MD; Cedar Rapids, IA; or Philadelphia, PA, with salary in

Qualifications

• Bachelor’s degree in math, actuarial science, statistics, related science field, finance, or related business field
• Three years of related experience (or one with Master’s degree)
• Expert level process knowledge in two or more of the following areas: Insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, artificial intelligence
• Good understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting

Responsibilities

• Run business processes and manage phases of projects that directly impact Transamerica financials.
• Support enterprise-wide market risk sensitivity calculation and QoQ change attribution as well as stress scenario to access investment portfolio risks and asset liability mismatch risks.
• Assess general account portfolio performance attribution vs. benchmark, as well as associated impact with derivatives programs.
• Lead the General Account Dashboard (Power BI based) development to enhance portfolio transparency and deliver real-time GA investment insights and key metrics to stakeholders.
• Engage in annual discussions regarding economic assumption changes and facilitate the creation of model files that reflect the updated assumptions.
• Assist customers in explanation of model results attribution and reconciliation.
• Complete required change management documentation each quarter for assumption and/or system updates.
• Resolve potential issues; escape as appropriate.
• Improve processes to increase reliability and accuracy of results.
• Assist audit partners by providing requested documentation and information.
• Maintain professional and technical knowledge; attend educational workshops, review professional publications, establish personal networks, and participate in professional societies.
• Mentor more junior staff as needed.

Skills

SQL skills

Machine learning

Artificial intelligence

Analytical problem solving

Finance knowledge

Education

Bachelor’s degree in math/actuarial science/statistics/finance

Tools

Power BI

Job description

Transamerica is seeking a Senior Analytical Reporting Analyst – ALM & Investment Risk to deliver ALM analytics, develop investment dashboards, and support enterprise-wide investment risk monitoring. A key focus is Power BI dashboards for the General Account, delivering insights into portfolio performance and risk exposures.

Applicants must be legally authorized to work in the U.S. This role offers hybrid work with locations in Baltimore, MD; Cedar Rapids, IA; or Philadelphia, PA, with salary in