Lead Modeler at Aegon (Baltimore, MD)

| Baltimore, MD
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Build and analyze sophisticated models for insurance products, investments and/or portfolios to increase company risk adjusted returns. Leverage advanced knowledge of actuarial, financial, statistical, data science and/or balance sheet modeling analytics to develop, test and validate models for various functions within the company.

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 matter resource for colleagues with less experience
  • Apply and integrate statistical, mathematical, predictive modeling and business analysis skills to manage and manipulate complex high volume data from a variety of sources
  • Lead projects or project steps within a broader project, or have accountability for ongoing activities or objectives.
  • May manage advanced research projects.
  • Interpret internal or external issues and recommend solutions/best practices.
  • Solve complex problems; take a broad perspective to identify solutions.
  • Build efficient models and processes with minimal guidance.
  • Apply judgment to modeling choices in a defensible manner.
  • Assess the materiality of various modeling and data choices.
Qualifications
  • 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) with expert knowledge in two or more products such as insurance liability, asset valuation, derivatives modeling, liquidity management, machine learning, or artificial intelligence
  • Familiarity with asset liability management practices
  • Good understanding of investment and finance concepts, and the ability to creatively apply them in solving analytical problems
Preferred Qualifications
  • Advanced degree
  • Insurance or asset/derivatives modeling experience
  • Programming experience in C++/C#/Python or other advanced language
  • Actuarial Science background
  • Experience with database design and usage
  • MoSes/AXIS/ALFA or other actuarial software
  • QRM or similar asset liability software
  • SAS, R, SPSS or other statistical software
Working Conditions
  • Office environment
Expected Compensation Range
  • $110,000-$160,000
Company information

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: [email protected]

Technical Assistance:

If you experience technical problems during the application process, please email [email protected]
More Information on Aegon
Aegon operates in the Fintech industry. The company is located in Baltimore, MD and Atlanta, GA. Aegon was founded in 2022. It offers perks and benefits such as Dental Benefits, Vision Benefits, Health Insurance Benefits, Remote Work Program. To see all 6 open jobs at Aegon, click here.
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