Role Summary

HIGHLIGHTS

Manager-level ALM modeling role at Transamerica (Baltimore area). Lead development and validation of models for insurance liabilities, assets, hedging, and strategic asset allocation. Will technical-lead the Asset Transformation System and collaborate with valuation, ALM, risk and financial reporting teams. Hybrid position with office locations including Baltimore, Cedar Rapids, and Philadelphia.

JOB DESCRIPTION SUMMARY

Technical lead for Asset Transformation System (ATS) and ALM modeling
Develop, validate and test models for liabilities, assets and derivatives
Work with AXIS/ALFA/MOSES/TRINITY actuarial systems and custom code
Manage a modeling team and lead projects with stakeholders across ALM, valuation and risk
Hybrid role — office locations include Baltimore, Cedar Rapids, Philadelphia

DOMAIN EXPERTISE

insurance liability modeling
asset valuation modeling
derivatives modeling
asset liability management practices
actuarial systems customization

KEY REQUIREMENTS

8+ years modeling experience (or 6 with Master’s degree)
5+ years advanced programming or actuarial systems customization
Familiarity with asset liability management practices
Bachelor’s degree in a quantitative or related field
Leadership experience managing teams and projects

TECH STACK

Git_GitHub

Role Summary

HIGHLIGHTS

JOB DESCRIPTION SUMMARY

Technical lead for Asset Transformation System (ATS) and ALM modeling
Develop, validate and test models for liabilities, assets and derivatives
Work with AXIS/ALFA/MOSES/TRINITY actuarial systems and custom code
Manage a modeling team and lead projects with stakeholders across ALM, valuation and risk
Hybrid role — office locations include Baltimore, Cedar Rapids, Philadelphia