ALM Modeling - Senior Actuary
HybridIndividual AnnuitiesIndividual Life ProtectionAsset-Liability ManagementCapital Modelling & Economic CapitalPredictive Modelling & ML
Role Summary
Loading...HIGHLIGHTS
Senior ALM Modeling actuary role at Transamerica in Cedar Rapids, IA. You will build and analyze models for insurance liabilities, fixed-income assets and derivatives, lead multiple projects, and act as a subject matter expert. The role includes staff development responsibilities and uses actuarial systems such as AXIS in a hybrid work model.
JOB DESCRIPTION SUMMARY
- Senior ALM actuary building models for liabilities, assets and derivatives
- Lead multiple advanced modeling projects and review others' work
- Serve as subject matter expert and develop internal staff
- Work with AXIS and embrace new technologies to improve workflows
- Hybrid role — three days per week in Cedar Rapids hub
DOMAIN EXPERTISE
- Modeling insurance liabilities and fixed-income assets
- Quantifying equity and interest rate sensitivities and cash flow variability
- Portfolio yield projection and hedge program analysis
- AXIS actuarial system experience
KEY REQUIREMENTS
- FSA or equivalent designation and Bachelor's + 8 years relevant experience (or Master's + 6 years)
- Or ASA (or equivalent) with 14 years relevant experience in lieu of FSA
- Proven leadership and staff development experience
- Experience modeling insurance liabilities, assets and interest rate/equity risks
- Authorized to work in the U.S. without sponsorship
TECH STACK
- No tech stack specified
