Senior Insurance & ALM Modeler (Hybrid)

Transamerica; Philadelphia (Philadelphia County); Hybrid; USD 125,000 - 135,000; Full time

Benefits offered by this job

Pension Plan

401k Match

Health Insurance

Paid Time Off

Parental Leave

Job summary

Transamerica is seeking an experienced actuarial modeler to build and validate risk-focused models for insurance liabilities, assets, and derivatives. You will leverage tools like AXIS/MoSes/ALFA and languages such as C++/Python to quantify risk and improve risk-adjusted returns.

The role requires extensive modeling experience, strong finance knowledge, and the ability to work across ALM, risk, and finance teams in a hybrid office setting across multiple locations.

Qualifications

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

Responsibilities

• Build and analyze sophisticated models for insurance products and assets.
• Model risks including equity, rates, liquidity, and derivative exposure.
• Collaborate with ALM, risk, and valuation teams on modeling efforts.
• Lead projects and mentor colleagues on modeling techniques.
• Apply predictive modeling and data analysis to high-volume data.

Skills

Actuarial modeling

Risk analysis

Statistical modeling

Financial analysis

Education

Bachelor’s degree in a technical/quantitative discipline

Advanced degree (preferred)

Tools

C++/C#/Python

MoSes/AXIS/ALFA

SAS/R/SPSS

Job description

Transamerica is seeking an experienced actuarial modeler to build and validate risk-focused models for insurance liabilities, assets, and derivatives. You will leverage tools like AXIS/MoSes/ALFA and languages such as C++/Python to quantify risk and improve risk-adjusted returns.

The role requires extensive modeling experience, strong finance knowledge, and the ability to work across ALM, risk, and finance teams in a hybrid office setting across multiple locations.