Modeling Manager - ALM (Asset Liability Management )
HybridIndividual AnnuitiesIndividual Life ProtectionLong Term CareAsset-Liability ManagementCapital Modelling & Economic CapitalPredictive Modelling & ML
Role Summary
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Manager-level ALM modeling role at Transamerica in Baltimore. Lead development and validation of models for insurance liabilities, assets, derivatives, and strategic asset allocation. Responsible for technical leadership of actuarial systems and ALM analytics, collaborating with valuation, risk, and finance stakeholders. Requires strong quantitative modeling and programming experience.
JOB DESCRIPTION SUMMARY
- Lead ALM modeling and Strategic Asset Allocation methodology and implementation
- Model insurance liabilities, fixed-income assets, and derivatives in actuarial systems
- Technical lead for Asset Transformation System (ATS) and actuarial systems customization
- Hybrid role with offices in Baltimore/Cedar Rapids/Philadelphia
- Manager-level role requiring 6–8+ years modeling experience and team leadership
DOMAIN EXPERTISE
- Insurance liability modeling
- Asset valuation modeling
- Derivatives modeling
- Asset liability management practices
- Actuarial systems customization
KEY REQUIREMENTS
- Bachelor's degree in a quantitative discipline (required)
- Eight years modeling experience (or six with Master's degree)
- Five years advanced programming or actuarial systems customization experience
- Familiarity with asset liability management practices
- Leadership experience managing teams and projects
TECH STACK
- Jenkins
- Git_GitHub
- Other_BI_Tool
