Modeling Manager - ALM (Asset Liability Management )
Transamerica
Modeling Manager - ALM (Asset Liability Management )
Baltimore, Maryland•6mo ago
HybridIndividual AnnuitiesIndividual Life ProtectionLife Annuity Other
Role Summary
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Manager-level ALM modeling role at a major life insurer in Baltimore. You will lead development and validation of models for insurance liabilities, assets, derivatives, and strategic asset allocation, using actuarial systems and advanced programming. The role owns technical solutions and collaborates with valuation, ALM, risk, and finance teams in a hybrid office environment.
JOB DESCRIPTION SUMMARY
- Lead ALM modeling for insurance liabilities, assets, derivatives, and portfolios
- Technical lead for Asset Transformation System (ATS) and Strategic Asset Allocation
- Work with AXIS/ALFA/MOSES/TRINITY and customize actuarial systems
- Hybrid role with office locations including Baltimore, Cedar Rapids, and Philadelphia
- Manager-level role requiring extensive modeling and programming experience
DOMAIN EXPERTISE
- asset liability management
- insurance liability modeling
- derivatives modeling
- fixed-income asset valuation
- strategic asset allocation
KEY REQUIREMENTS
- Bachelor’s degree in a quantitative field (required)
- 8+ years modeling experience (or 6 with a Master’s)
- 5+ years advanced programming or actuarial systems customization
- Familiarity with asset liability management practices
- Leadership experience managing teams and projects
TECH STACK
- Git_GitHub
