Role Summary

HIGHLIGHTS

Life/annuity-focused actuarial modeling role in Transamerica's Treasury, Capital Management & ALM group in Cedar Rapids, IA. Build and validate models for insurance liabilities, fixed-income assets and derivatives, quantify interest-rate and equity sensitivities, and support ALM and capital analytics. Intermediate individual-contributor position requiring ~3 years of modeling experience and hybrid work at a hub office.

JOB DESCRIPTION SUMMARY

Build and analyze ALM models for insurance liabilities, assets, and derivatives
Quantify interest rate, equity, credit, liquidity and cashflow variability risks
Work with AXIS/ALFA/MoSes and QRM; programming in Python, C++ or C# preferred
Hybrid role — 3 days/week in office (Tuesday–Thursday) in Cedar Rapids hub
Requires ~3 years modeling experience; Bachelor's degree in a quantitative field

DOMAIN EXPERTISE

Insurance liability modeling
Asset valuation and derivatives modeling
Liquidity management and cash flow analysis
Investment and finance analytics

KEY REQUIREMENTS

Bachelor's degree in a technical or quantitative discipline required
3+ years of modeling experience (or 1 year with a Master’s degree)
Experience with insurance liabilities, asset valuation, or derivatives modeling
Good understanding of investment and finance concepts
Ability to work hybrid — 3 days/week in a hub office (Cedar Rapids)

TECH STACK

No tech stack specified

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Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Build and analyze ALM models for insurance liabilities, assets, and derivatives
Quantify interest rate, equity, credit, liquidity and cashflow variability risks
Work with AXIS/ALFA/MoSes and QRM; programming in Python, C++ or C# preferred
Hybrid role — 3 days/week in office (Tuesday–Thursday) in Cedar Rapids hub
Requires ~3 years modeling experience; Bachelor's degree in a quantitative field

DOMAIN EXPERTISE

Insurance liability modeling
Asset valuation and derivatives modeling
Liquidity management and cash flow analysis
Investment and finance analytics

KEY REQUIREMENTS

Bachelor's degree in a technical or quantitative discipline required
3+ years of modeling experience (or 1 year with a Master’s degree)
Experience with insurance liabilities, asset valuation, or derivatives modeling
Good understanding of investment and finance concepts
Ability to work hybrid — 3 days/week in a hub office (Cedar Rapids)

TECH STACK

No tech stack specified

Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Build and analyze ALM models for insurance liabilities, assets, and derivatives
Quantify interest rate, equity, credit, liquidity and cashflow variability risks
Work with AXIS/ALFA/MoSes and QRM; programming in Python, C++ or C# preferred
Hybrid role — 3 days/week in office (Tuesday–Thursday) in Cedar Rapids hub
Requires ~3 years modeling experience; Bachelor's degree in a quantitative field