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ALM Modeling - Senior Actuary

TransamericaCedar Rapids, Iowa4mo ago
HybridIndividual AnnuitiesIndividual LifeAsset-Liability ManagementCapital Modelling & Economic CapitalPredictive Modelling & ML

Role Summary

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HIGHLIGHTS

Senior life ALM actuary role based in Cedar Rapids (hybrid). Lead ALM and balance-sheet modeling for insurance liabilities and assets, design controls, and quantify interest rate and equity risks. Requires FSA (or ASA with extensive experience) and strong leadership to manage staff and projects.

JOB DESCRIPTION SUMMARY

  • Lead ALM modelling for insurance liabilities, fixed-income assets and derivatives
  • Quantify interest rate, equity, credit, liquidity and portfolio risks
  • Build and validate models in AXIS and actuarial systems
  • Hybrid role — 3 days per week in Cedar Rapids or Baltimore hub
  • Senior-level role managing staff and leading multiple projects

DOMAIN EXPERTISE

  • Asset liability management practices
  • AXIS actuarial system experience
  • Investment and derivatives modelling
  • Portfolio yield projections and hedge program analysis

KEY REQUIREMENTS

  • FSA (or ASA with extensive experience) required
  • 8+ years relevant experience with FSA + Bachelor's (alternatives listed)
  • Experience with ALM, cash flow testing and portfolio/investment modelling
  • AXIS actuarial system experience (preferred/mentioned explicitly)
  • Must be authorized to work in the U.S. without sponsorship

TECH STACK

  • No tech stack specified