Modeling Manager - Asset Liability Management
HybridIndividual AnnuitiesIndividual Life ProtectionAsset-Liability ManagementPredictive Modelling & ML
Role Summary
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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
