Senior ALM Analyst; Annuities Reporting

Aegon Baltimore , MD 21203

Posted 2 weeks ago

Responsibilities

  • 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.

Qualifications

  • 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

Preferred Qualifications

  • 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.

Our Culture

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

Working Conditions

  • Normal office environment.

Company information

Why Work for Us

Total Rewards at Transamerica: It's more than a paycheck. Our comprehensive Total Rewards package is designed to help support you in many ways throughout all stages of your life and career. We provide a competitive, market-driven program that encompasses base compensation, bonus potential, retirement, health and wellness benefits, learning and development opportunities, plus great employee perks. All designed with you in mind to help you live your best life, grow personally and professionally - and feel valued for the work you do.

Learn more about our Total Rewards Package.

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.

Applicants with physical or mental disabilities may be entitled to a form of reasonable accommodation under the Americans with Disabilities Act and certain state and local laws. A reasonable accommodation is a change in the way things are normally done which will insure equal employment opportunity without imposing undue hardship on the Transamerica Companies. If you are a job seeker with a disability, or are assisting someone with a disability, and require assistance to apply for one of our jobs, please contact: applicantsupport@transamerica.com.

Technical Assistance:

If you experience technical problems during the application process, please email applicantsupport@transamerica.com.

Apply

Related vacancies

  • Technical Lead
  • Financial Data Management Baltimore
  • Corporate Bond Analyst Baltimore

  • Manager; Hedge Projection Development Baltimore

  • Risk Manager

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See all vacancies

Transamerica Transamerica careers

Visit the dedicated careers website for more information about working for Transamerica.

Learn more

Roles Roles at Aegon

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Learn more


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Senior ALM Analyst; Annuities Reporting

Aegon