Front Office eTrading Engineer, Fixed Income, Java
Underground Administration Staffing and Recruiting
JavaPython
Manager, ALM Modeling
Transamerica
full-time
Posted on:
Origin: • 🇺🇸 United States • Iowa
Visit company websiteSalary
💰 $138,000 - $148,000 per year
Job Level
SeniorLead
Tech Stack
JenkinsPython
About the role
- Serve as the technical lead for the Asset Transformation System (ATS), guiding continuous developments and implementation of innovative solutions
- Research methodology and refine algorithms for the Strategic Asset Allocation project
- Support modeling activities on various insurance liabilities, fixed-income assets, and derivatives in actuarial systems including AXIS/ALFA/MOSES/TRINITY
- Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or liquidity risks
- Collaborate with key stakeholders from business line valuation, ALM, risk management, and financial/risk reporting
- Lead the team to build efficient models and processes to generate accurate results with minimal guidance
- Build external or embedded controls to mitigate operating risks in workflows
- Apply company-mandated risk management techniques and procedures
- Apply and integrate statistical, mathematical, predictive modeling, and business analysis skills to manage and manipulate complex high-volume data
- Interpret internal or external issues and recommend solutions/best practices
- Solve complex problems by taking a broad perspective and apply careful judgment to modeling choices
- Assess materiality of modeling and data choices and serve as a company-wide expert in at least one specialty
- Serve as a resource for colleagues with less experience and work on advanced research projects
Requirements
- Bachelor’s degree in a technical/quantitative discipline such as statistics, math, actuarial science, computer science, economics, engineering, or a related business field such as finance
- Eight years of modeling experience (or six with Master's degree)
- Five years of experience in advanced programming or actuarial systems customization
- Familiarity with asset liability management practices
- Good understanding of investment and finance concepts
- Leadership skills to manage teams and projects
- Programming experience in Python/C++/C# or other advanced languages (preferred)
- Experience with Jira, Confluence, Bitbucket, Jenkins, and Control-M (preferred)
- AXIS/ALFA/MOSES or other actuarial software (preferred)
- Experience with database design and usage (preferred)
- Insurance or asset/derivatives modeling experience (preferred)
- Actuarial science background (preferred)
- QRM or similar asset liability software experience (preferred)
- SAS, R, SPSS, or other statistical software experience (preferred)
- Effectively communicates advanced mathematical and analytical concepts verbally and in writing
- Ability to work well under pressure and within time constraints
