Aegon Baltimore , MD 21203
Maintain and Enhance the hedge performance reporting process
Present weekly hedge performance to ALM leadership
Explain the quarterly hedge performance for results to finance and actuarial as part of the quarterly earnings process
Identify sources of hedge breakage and investigate alternative hedge strategies to minimize the breakage
Responsible for Fund Mapping process for modelling VA separate account assets
Opportunity to report on Statutory Capital generation
Asset run-off projections for Stat Capital Reporting
Work with model development team as part of modernization effort
May lead a staff of Risk and actuarial professionals.
Requires a graduate degree in mathematics, actuarial science, finance, business, or related field
3+ years' experience
Stochastic Modeling Experience
Knowledge of hedging concepts (Delta hedging, Rho hedging etc.)
Knowledge of Derivatives
Experience of Variable Annuity business
Experience of asset and liability attribution analysis
Excellent verbal communication skills
Experience of MG-ALFA
Programming experience such as C#, SQL, VBA etc
Valuation Reporting experience, Fair Value Reserves, AG43 / C3P2 Capital calculations, DAC etc.
Behavioral & Leadership Competencies
Must possess excellent understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting.
Must possess excellent communication skills.
At Transamerica we promote a Future Fit mindset. What is a Future Fit mindset?
Acting as One fosters an environment of positive collaboration
Accountability allows us to own the problem as well as the solution
Agility inspires new ideas, innovation and challenges the status quo
Customer Centricity encourages an above and beyond approach to our customer
Why Work for Us
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Equal Opportunity Employer:
Transamerica Life Insurance Company is an Equal Employment Opportunity employer and does not discriminate against any applicant or employee because of age, religion, sex, gender identity, genetic information, race, color, national origin, pregnancy, sexual orientation, marital status, participation in the uniformed services (e.g. U.S. Armed Forces, National Guard), physical or mental disability, or any other status protected by federal, state, or local equal employment opportunities laws.
AEGON USA Realty Advisors, LLC, is an Equal Employment Opportunity/ Affirmative Action Employer and does not discriminate against any applicant or employee because of age, religion, sex, gender identity, genetic information, race, color, national origin, pregnancy, sexual orientation, marital status, participation in the uniformed services (e.g. U.S. Armed Forces, National Guard), physical or mental disability, or any other status protected by federal, state, or local equal employment opportunities laws.
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