Senior Financial Risk Modeling Lead

Transamerica; Baltimore (MD); Hybrid; USD 125,000 - 135,000; Full time

Benefits offered by this job

Pension Plan

401k Match

Employee Stock Purchase Plan

Tuition Reimbursement

Medical Insurance

Dental Insurance

Vision Insurance

Job summary

Transamerica is seeking a senior modeling professional within the Treasury, Capital Management and Asset Liability Management group in the United States. You will build and analyze sophisticated models for insurance products and investments to enhance risk-adjusted returns.

Leverage actuarial, financial, statistical, data science, and balance-sheet modeling techniques to develop, test, and validate models across functions.

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.
• Strong understanding of investment and finance concepts.

Responsibilities

• Support modeling activities on insurance liabilities and assets.
• Model and quantify risks including sensitivities and cash flow.
• Collaborate with risk management and valuation teams.
• Apply risk methodologies and develop robust models.
• Lead project steps within a broader program.
• Serve as a subject matter expert in a specialty.

Skills

Modeling experience

Quantitative analysis

Programming (C++, Python)

Education

Bachelor’s degree in quantitative field

Tools

MoSes/AXIS/ALFA

SQL

Excel

Job description

Transamerica is seeking a senior modeling professional within the Treasury, Capital Management and Asset Liability Management group in the United States. You will build and analyze sophisticated models for insurance products and investments to enhance risk-adjusted returns.

Leverage actuarial, financial, statistical, data science, and balance-sheet modeling techniques to develop, test, and validate models across functions.