Modeler - Asset Liability Management (ALM)
HybridIndividual Life ProtectionIndividual AnnuitiesLong Term CareAsset-Liability ManagementCapital Modelling & Economic CapitalPredictive Modelling & ML
Role Summary
Loading...HIGHLIGHTS
ALM modeler role at Transamerica in Baltimore, MD focused on life insurance and annuity balance sheet modelling. You will build and validate models to quantify market, liquidity, credit, and interest-rate risks and apply risk management techniques. The role requires strong quantitative skills, experience with programming and statistical tools, and hybrid office presence in Baltimore.
JOB DESCRIPTION SUMMARY
- Build and validate ALM models for insurance liabilities, investments, and portfolios
- Quantify equity, interest rate, liquidity, credit, and cash flow risks
- Work with large, complex data sets and apply statistical/predictive methods
- Hybrid role — Tues/Wed/Thurs in office (Baltimore, MD)
- Preferred programming experience in Python, C++ or C#; SAS/R/SPSS familiarity
DOMAIN EXPERTISE
- Insurance liability modelling exposure
- Asset valuation or derivatives modelling exposure
- Liquidity management experience or exposure
- Understanding of investment and finance concepts
KEY REQUIREMENTS
- Bachelor's degree in a quantitative or related field (required)
- Academic or job exposure to insurance liabilities, asset valuation or derivatives
- Good understanding of investment and finance concepts
- Ability to apply statistical, predictive modeling and quantitative analysis to large datasets
TECH STACK
- No tech stack specified
