Int Actuary Analyst
HybridIndividual AnnuitiesIndividual Life ProtectionAsset-Liability ManagementCapital Modelling & Economic CapitalPredictive Modelling & ML
Role Summary
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Life ALM actuarial analyst role on Transamerica's Treasury, Capital Management & ALM team in Baltimore (hybrid). You will build and validate asset/liability, hedging and financial reporting models, quantify interest-rate and equity sensitivities, and collaborate with valuation, ALM, risk and finance. Intermediate role requiring modeling experience and programming (Python/C++/C#).
JOB DESCRIPTION SUMMARY
- Model insurance liabilities, fixed-income assets and derivatives (AXIS/MoSes/ALFA)
- Quantify interest-rate and equity sensitivities and cash-flow variability
- Build and validate ALM and hedging models, and simulate financial reporting
- Hybrid role – 3 days/week in office (Tuesday–Thursday) in Baltimore hub
- Associate-level: 3+ years modeling experience (or 1 with Master's)
DOMAIN EXPERTISE
- Insurance liability modeling
- Asset valuation or derivatives modeling
- Application of investment and finance concepts
KEY REQUIREMENTS
- Bachelor's degree in a technical or quantitative discipline
- 3+ years of modeling experience (or 1 year with a Master's degree)
- Experience with AXIS, MoSes, ALFA or similar actuarial/ALM software
- Programming experience in Python, C++ or C#
- Ability to model assets/liabilities and quantify market risk sensitivities
TECH STACK
- SAS_Enterprise_Guide
