Lead ALM Modeler

Transamerica

Full time Computer Occupations
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Location
Baltimore, Maryland, United States
Posted
July 08, 2026

Job Description

Job Description

Responsibilities

  • Support modeling activities on various insurance liabilities, fixed-income assets and derivatives in actuarial systems, including AXIS/ALFA/MoSes.
  • 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 etc.
  • Embrace new technologies to improve workflows.
  • Build external or embedded controls to mitigate operating risks in workflows.
  • Apply risk management techniques and procedures, including the company's mandated risk methodologies.
  • Gather and analyze market data, calculate hedge program or portfolio statistics and develop/use models to simulate financial reporting processes.
  • Serve as a company-wide expert in at least one specialty.
  • Act as a subject ...